Characteristics of ruin probabilities in classical risk models with and without investment, Cox risk models and perturbed risk models
By: by Hanspeter Schmidli.
Series: Memoirs -- 2000, no. 15.; Memoirs (Aarhus universitet. Afdeling for teoretisk statistik) -- 2000, no. 15.
Publisher: University of Aarhus, Dept. of Theoretical Statistics, Institute of Mathematical Sciences
Published: 2000
Place of publication: Århus, Denmark
Language: eng
Number of pages: 45
Subjects: Risk (Insurance) -- Mathematical models.; Risk assessment -- Mathematical models.; Risk -- Mathematical models.