Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419): Difference between revisions
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| Property / DOI: 10.1515/jaa-2018-0010 / rank | |||
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Latest revision as of 01:11, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deficit distributions at ruin in a regime-switching Sparre Andersen model |
scientific article |
Statements
Deficit distributions at ruin in a regime-switching Sparre Andersen model (English)
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8 June 2018
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regime-switching Sparre Andersen model
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risk operators
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deficit distributions at ruin
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ruin probabilities
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NBU
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