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

DOI
Publisher DOI
Date Issued
2014-08-01
Publication Type
Article
Subject(s)
Language(s)
en
Author(s)
Baumgartner, Benjamin
Additional Credits
Journal
Methodology and Computing in Applied Probability
Publisher
Springer
ISSN
1387-5841
Access(Rights)
open.access
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