On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér–Lundberg processes
Avram, F., Pistorius, M.Volume:
59
Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2014.08.005
Date:
November, 2014
File:
PDF, 461 KB
english, 2014