Ruin probabilities for a Sparre Andersen model with investments (Q2066959): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3214418659 / rank | |||
Normal rank |
Revision as of 03:02, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin probabilities for a Sparre Andersen model with investments |
scientific article |
Statements
Ruin probabilities for a Sparre Andersen model with investments (English)
0 references
17 January 2022
0 references
ruin probabilities
0 references
Sparre Andersen model
0 references
actuarial models with investments
0 references
renewal processes
0 references
distributional equations
0 references