Analysis of the discounted sum of ascending ladder heights (Q2445351)

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Analysis of the discounted sum of ascending ladder heights
scientific article

    Statements

    title
    Analysis of the discounted sum of ascending ladder heights (English)
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    author
    David Landriault
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    Khouzeima Moutanabbir
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    Hélène Cossette
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    Étienne Marceau
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    publication date
    14 April 2014
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    zbMATH Keywords
    risk theory
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    ruin theory
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    aggregate loss process
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    maximal aggregate loss process
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    ascending ladder heights
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    discounted sum of ascending ladder heights
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    cites work
    Q3560912
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    Q5575243
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    Q5538132
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    Q3868650
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    Aspects of risk theory
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    Q5706744
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    Q4230625
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    Q4851818
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    Identifiers

    zbMATH DE Number
    6284380
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    OpenAlex ID
    W1989084937
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