Ruin theory in a financial corporation model with credit risk.
type: Item
instance of: scholarly article
title: Ruin theory in a financial corporation model with credit risk.
zbMATH Open document ID: 1055.91059
DOI: 10.1016/S0167-6687(03)00149-5
author: Hailiang Yang
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2004039
zbMATH Keywords: Credit rating
zbMATH Keywords: Markov chain
zbMATH Keywords: Default time
zbMATH Keywords: Severity of ruin
zbMATH Keywords: Recursive equation
zbMATH Keywords: Volterra type integral equation system
MaRDI profile type: Publication
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full work available at URL: s0167-6687(03)00149-5
OpenAlex ID: W2032560846
description: scientific article; zbMATH DE number 2004039