Optimal lower barrier on modified surplus process

DOI10.1080/00949655.2016.1272117OpenAlexW2563411325MaRDI QIDQ5106869

Şule Önsel Şahin, Başak Bulut Karageyik

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1272117

zbMATH Keywords

ruin probabilityreinsuranceMahalanobis distanceTOPSISlower barrier model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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