Ruin probability approximations in Sparre Andersen models with completely monotone claims

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Serval ID
serval:BIB_8009D2491DA0
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Ruin probability approximations in Sparre Andersen models with completely monotone claims
Journal
Risks
Author(s)
Albrecher H., Vatamidou E.
ISSN
2227-9091
Publication state
Published
Issued date
2019
Peer-reviewed
Oui
Volume
7
Number
4
Pages
104-117
Language
english
URN
urn:nbn:ch:serval-BIB_8009D2491DA01
OAI-PMH
oai:serval.unil.ch:BIB_8009D2491DA0
Open Access
Yes
Create date
08/10/2019 8:54
Last modification date
22/10/2019 6:08
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