A ruin model with a resampled environment



Constantinescu, C, Delsing, G, Mandjes, M and Nandayapa, L Rojas
(2020) A ruin model with a resampled environment. SCANDINAVIAN ACTUARIAL JOURNAL, 2020 (4). 323 - 341.

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Item Type: Article
Uncontrolled Keywords: Levy risk processes, parameter uncertainty, ruin probabilities, Cramer-Lundberg asymptotics, Lundberg's inequality
Depositing User: Symplectic Admin
Date Deposited: 24 Jun 2019 14:53
Last Modified: 13 Aug 2022 12:26
DOI: 10.1080/03461238.2019.1667424
Open Access URL: https://doi.org/10.1080/03461238.2019.1667424
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3046916