On the distribution of the surplus of the D-E model prior to and at ruin (Q1302135): Difference between revisions
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Revision as of 15:05, 29 February 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)
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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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