1
-
1
of
1
results (0.31 seconds)
Sort By:
-
On the absolute ruin problem in a Sparre Andersen risk model with constant interest
On the absolute ruin problem in a Sparre Andersen risk model with constant interest Presented at August 2011 46th Actuarial Research Conference. Develops the Multi-threshold Compound Poisson ...- Authors: Andrei Lucian Badescu, Ilie Mitric, David A Stanford
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Risk measurement - ERM