Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1573-7713
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model ; day:2 ; month:4 ; year:2020 ; pages:1-22
Methodology and computing in applied probability ; (2.4.2020), 1-22

Classification
Wirtschaft

Creator
Gajek, Lesław
Rudź, Marcin
Contributor
SpringerLink (Online service)

DOI
10.1007/s11009-020-09780-3
URN
urn:nbn:de:101:1-2020062110220066552045
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:58 AM CEST

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Associated

  • Gajek, Lesław
  • Rudź, Marcin
  • SpringerLink (Online service)

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