- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1573-7713
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Finite-Horizon Ruin Probabilities in a Risk-Switching Sparre Andersen Model ; day:26 ; month:3 ; year:2018 ; pages:1-14
Methodology and computing in applied probability ; (26.3.2018), 1-14
- Classification
-
Wirtschaft
- Creator
-
Gajek, Lesław
- Contributor
-
Rudź, Marcin
SpringerLink (Online service)
- DOI
-
10.1007/s11009-018-9627-2
- URN
-
urn:nbn:de:1111-201805283644
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:27 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Gajek, Lesław
- Rudź, Marcin
- SpringerLink (Online service)
Other Objects (12)
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model
Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
Ruin probability approximations in sparre andersen models with completely monotone claims
General bounds for the deficit distribution at ruin in the Sparre Andersen model
Sparre, Rosmarie ?
Sparre, [...] von
Sparre, Oskar
Time Varying Transition Probabilities for Markov Regime Switching Models
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Erlangian approximation to finite time ruin probabilities in perturbed risk models
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model
Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
Ruin probability approximations in sparre andersen models with completely monotone claims
General bounds for the deficit distribution at ruin in the Sparre Andersen model
Sparre, Rosmarie ?
Sparre, [...] von
Sparre, Oskar
Time Varying Transition Probabilities for Markov Regime Switching Models
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Erlangian approximation to finite time ruin probabilities in perturbed risk models
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model
Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
Ruin probability approximations in sparre andersen models with completely monotone claims
General bounds for the deficit distribution at ruin in the Sparre Andersen model
Sparre, Rosmarie ?
Sparre, [...] von
Sparre, Oskar
Time Varying Transition Probabilities for Markov Regime Switching Models
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital
Erlangian approximation to finite time ruin probabilities in perturbed risk models
Ruin probabilities in the Cramér–Lundberg model with temporarily negative capital