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scientific article; zbMATH DE number 6951461 - MaRDI portal

scientific article; zbMATH DE number 6951461

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Publication:4687088

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zbMath1397.91277MaRDI QIDQ4687088

Franck Adékambi, John Muteba Mwamba

Publication date: 10 October 2018

Full work available at URL: https://hdl.handle.net/10520/EJC178080

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

compound renewal risk model ruin probability value-at-risk subexponential discounted aggregate loss

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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