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
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Item Type: |
Journal Article (Original Article) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Gatto, Riccardo |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1387-5841 |
Publisher: |
Springer |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
06 Oct 2014 13:31 |
Last Modified: |
05 Dec 2022 14:36 |
Publisher DOI: |
10.1007/s11009-012-9316-5 |
BORIS DOI: |
10.7892/boris.55149 |
URI: |
https://boris.unibe.ch/id/eprint/55149 |
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