A review of discrete-time risk models.
Yi Lu Shuanming Li; Garrido; José
RACSAM (2009)
- Volume: 103, Issue: 2, page 321-337
- ISSN: 1578-7303
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topShuanming Li, Yi Lu, Garrido, and José. "A review of discrete-time risk models.." RACSAM 103.2 (2009): 321-337. <http://eudml.org/doc/43698>.
@article{ShuanmingLi2009,
author = {Shuanming Li, Yi Lu, Garrido, José},
journal = {RACSAM},
keywords = {compound binomial model; Sparre Andersen risk model; compound Markov binomial model; family of distributions; phase-type distribution; Gerber-Shiu function; ruin probability; surplus before ruin; deficit at ruin},
language = {eng},
number = {2},
pages = {321-337},
title = {A review of discrete-time risk models.},
url = {http://eudml.org/doc/43698},
volume = {103},
year = {2009},
}
TY - JOUR
AU - Shuanming Li, Yi Lu
AU - Garrido
AU - José
TI - A review of discrete-time risk models.
JO - RACSAM
PY - 2009
VL - 103
IS - 2
SP - 321
EP - 337
LA - eng
KW - compound binomial model; Sparre Andersen risk model; compound Markov binomial model; family of distributions; phase-type distribution; Gerber-Shiu function; ruin probability; surplus before ruin; deficit at ruin
UR - http://eudml.org/doc/43698
ER -
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