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Risk theory of the second and third kind - MaRDI portal

Risk theory of the second and third kind (Q4844220)

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scientific article; zbMATH DE number 788124
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English
Risk theory of the second and third kind
scientific article; zbMATH DE number 788124

    Statements

    title
    Risk theory of the second and third kind (English)
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    author
    Paul Embrechts
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    publication date
    28 November 1995
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    zbMATH Keywords
    ruin probability
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    diffusions
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    stochastic interest rates
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    martingales
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    review
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    Harald Cramer
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    catastrophes
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    extremal events
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    Identifiers

    zbMATH DE Number
    788124
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    OpenAlex ID
    W2048141243
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