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Search: subject:"Cramér-Lundberg asymptotics"
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Cramér-Lundberg asymptotics
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Mandjes, Michel
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Scandinavian actuarial journal
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Cramér-Lundberg
asymptotics
for spectrally positive Markov additive processes
Kreveld, Lucas van
;
Mandjes, Michel
;
Dorsman, Jan-Pieter
- In:
Scandinavian actuarial journal
2024
(
2024
)
6
,
pp. 561-582
Persistent link: https://www.econbiz.de/10015052470
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2
A ruin model with a resampled environment
Constantinescu, Corina
;
Delsing, G.
;
Mandjes, Michel
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 323-341
Persistent link: https://www.econbiz.de/10012262740
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