Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
| Data(s) |
2014
|
|---|---|
| Identificador |
http://serval.unil.ch/?id=serval:BIB_5C63D6C5433F isbn:0361-0926 (Print) and 1532-415X (Electronic) doi:10.1080/03610926.2012.759974 http://my.unil.ch/serval/document/BIB_5C63D6C5433F.pdf http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_5C63D6C5433F3 |
| Idioma(s) |
en |
| Direitos |
info:eu-repo/semantics/openAccess |
| Fonte |
Communications in Statistics - Theory and Methods, vol. 43, pp. 2540--2548 |
| Tipo |
info:eu-repo/semantics/article article |
