On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135): Difference between revisions
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Property / author: Chun-sheng Zhang / rank | |||
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Property / cites work: Ruin estimation for a general insurance risk model / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/s0167-6687(99)00005-0 / rank | |||
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Latest revision as of 10:21, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | On the distribution of the surplus of the D-E model prior to and at ruin |
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Statements
On the distribution of the surplus of the D-E model prior to and at ruin (English)
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27 June 2001
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surplus
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Dassios-Embrechts model
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risk theory
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restricted borrowing
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martingale
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Embrechts-Schmidli models
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