On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk

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Serval ID
serval:BIB_C3B7F33FE3B4
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk
Journal
European Actuarial Journal
Author(s)
Ratovomirija  Gildas
ISSN
2190-9733 (Print)
2190-9741 (Electronic)
Publication state
Published
Issued date
2016
Peer-reviewed
Oui
Volume
6
Number
1
Pages
149-175
OAI-PMH
oai:serval.unil.ch:BIB_C3B7F33FE3B4
DOI
10.1007/s13385-016-0124-0
Create date
18/01/2016 21:23
Last modification date
21/08/2019 6:12
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