On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Chun-sheng Zhang / rank | |||
| Property / author | |||
| Property / author: Chun-sheng Zhang / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Martingales and insurance risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the distribution of the surplus prior to ruin / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Ruin estimation for a general insurance risk model / rank | |||
Normal rank | |||
Revision as of 22:34, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the surplus of the D-E model prior to and at ruin |
scientific article |
Statements
On the distribution of the surplus of the D-E model prior to and at ruin (English)
0 references
27 June 2001
0 references
surplus
0 references
Dassios-Embrechts model
0 references
risk theory
0 references
restricted borrowing
0 references
martingale
0 references
Embrechts-Schmidli models
0 references
