Ruin theory in a financial corporation model with credit risk. (Q1413343): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 03:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin theory in a financial corporation model with credit risk. |
scientific article |
Statements
Ruin theory in a financial corporation model with credit risk. (English)
0 references
16 November 2003
0 references
Credit rating
0 references
Markov chain
0 references
Default time
0 references
Severity of ruin
0 references
Recursive equation
0 references
Volterra type integral equation system
0 references
