Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment

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Serval ID
serval:BIB_0AD6D5BF0D5C
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
Journal
North American Actuarial Journal
Author(s)
Gerber H.U., Yang H.
Publication state
Published
Issued date
2007
Peer-reviewed
Oui
Volume
11
Number
3
Pages
159-169
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_0AD6D5BF0D5C
Publisher's website
http://www.soa.org/library/journals/north-american-actuarial-journal/2007/july/naaj0703-10.pdf
Create date
13/08/2008 15:43
Last modification date
20/08/2019 13:32
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