Ruin-based risk measures in discrete-time risk models
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Publication:784443
DOI10.1016/j.insmatheco.2020.05.003zbMath1447.91132MaRDI QIDQ784443
Hélène Cossette, Étienne Marceau, Pierre Zuyderhoff, Julien Trufin
Publication date: 3 August 2020
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/336583/3/VersionIME.pdf
properties; stochastic orders; capital allocation; discrete-time risk models; ruin-based risk measures
91G05: Actuarial mathematics
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