Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods

Gatto, Riccardo; Baumgartner, Benjamin (2014). Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods. Methodology and Computing in Applied Probability, 16(3), pp. 561-582. Springer 10.1007/s11009-012-9316-5

[img] Text
art%3A10.1007%2Fs11009-012-9316-5.pdf - Published Version
Restricted to registered users only
Available under License Publisher holds Copyright.

Download (676kB) | Request a copy
[img]
Preview
Text
Gatto Baumgartner Value.pdf - Accepted Version
Available under License Publisher holds Copyright.

Download (261kB) | Preview

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Gatto, Riccardo

Subjects:

300 Social sciences, sociology & anthropology > 360 Social problems & social services
500 Science > 510 Mathematics

ISSN:

1387-5841

Publisher:

Springer

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

06 Oct 2014 13:31

Last Modified:

10 Sep 2017 12:56

Publisher DOI:

10.1007/s11009-012-9316-5

BORIS DOI:

10.7892/boris.55149

URI:

https://boris.unibe.ch/id/eprint/55149

Actions (login required)

Edit item Edit item
Provide Feedback