Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods
| Data(s) |
01/08/2014
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|---|---|
| Formato |
application/pdf application/pdf |
| Identificador |
http://boris.unibe.ch/55149/1/art%253A10.1007%252Fs11009-012-9316-5.pdf http://boris.unibe.ch/55149/8/Gatto%20Baumgartner%20Value.pdf Gatto, Riccardo; Baumgartner, Benjamin (2014). Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods. Methodology and computing in applied probability, 16(3), pp. 561-582. Springer 10.1007/s11009-012-9316-5 <http://dx.doi.org/10.1007/s11009-012-9316-5> doi:10.7892/boris.55149 info:doi:10.1007/s11009-012-9316-5 urn:issn:1387-5841 |
| Idioma(s) |
eng |
| Publicador |
Springer |
| Relação |
http://boris.unibe.ch/55149/ |
| Direitos |
info:eu-repo/semantics/restrictedAccess info:eu-repo/semantics/openAccess |
| Fonte |
Gatto, Riccardo; Baumgartner, Benjamin (2014). Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods. Methodology and computing in applied probability, 16(3), pp. 561-582. Springer 10.1007/s11009-012-9316-5 <http://dx.doi.org/10.1007/s11009-012-9316-5> |
| Palavras-Chave | #360 Social problems & social services #510 Mathematics |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion PeerReviewed |
