Analysis of risk models using a level crossing technique
type: Item
instance of: scholarly article
title: Analysis of risk models using a level crossing technique
zbMATH Open document ID: 1284.91210
author: Percy H. Brill
author: Kaiqi Yu
published in: Insurance Mathematics \& Economics
publication date: 2011-12-21T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 5991241
zbMATH Keywords: dividend barrier or threshold
zbMATH Keywords: time until ruin
zbMATH Keywords: deficit at ruin
zbMATH Keywords: heavy-tailed claim sizes
zbMATH Keywords: hyperexponential claim sizes
zbMATH Keywords: level crossing method
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2011.05.005
OpenAlex ID: W1970155616
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DOI: 10.1016/J.INSMATHECO.2011.05.005
description: scientific article; zbMATH DE number 5991241