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

✍ Scribed by Riccardo Gatto, Benjamin Baumgartner

• Book ID: 120748498
• Publisher: Springer US
• Year: 2013
• Tongue: English
• Weight: 528 KB
• Volume: 16
• Category: Article
• ISSN: 1387-5841
• DOI: 10.1007/s11009-012-9316-5