Deficit distributions at ruin in a regime-switching Sparre Andersen model (Q1637419): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/jaa-2018-0010 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2804028955 / rank | |||
Normal rank | |||
Revision as of 21:16, 19 March 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)
0 references
8 June 2018
0 references
regime-switching Sparre Andersen model
0 references
risk operators
0 references
deficit distributions at ruin
0 references
ruin probabilities
0 references
NBU
0 references
