Analysis of risk models using a level crossing technique (Q654805)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of risk models using a level crossing technique |
scientific article |
Statements
Analysis of risk models using a level crossing technique (English)
0 references
21 December 2011
0 references
dividend barrier or threshold
0 references
time until ruin
0 references
deficit at ruin
0 references
heavy-tailed claim sizes
0 references
hyperexponential claim sizes
0 references
level crossing method
0 references
0 references
0 references
0 references
