Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation

R. Biard, S. Loisel, C. Macci, N. Veraverbeke

Source record

Source: Crossref

Published: Jul 1, 2010

DOI: 10.1016/j.jmaa.2010.01.051

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.