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Closed-form Ruin Probabilities in Classical Risk Models with Gamma Claims
| Content Provider | Semantic Scholar |
|---|---|
| Author | Constantinescu, Corina Samorodnitsky, Gennady |
| Copyright Year | 2016 |
| Abstract | CC and WZ would like to acknowledge the European Union's Seventh Framework Programme for research, technological development and demonstration, Marie Curie grant no 318984, on Risk Analysis, Ruin and Extremes - RARE. GS would like to acknowledge the ARO MURI grant W911NF-12-1-0385 |
| File Format | PDF HTM / HTML |
| DOI | 10.1080/03461238.2017.1402817 |
| Alternate Webpage(s) | https://people.orie.cornell.edu/gennady/techreports/GammaClaims1216-final.pdf |
| Alternate Webpage(s) | https://www.orie.cornell.edu/sites/default/files/departments/ORIE/Heavy%20Tail%20Papers/ConstantinescuSamorodnitskyZhu.pdf |
| Alternate Webpage(s) | https://doi.org/10.1080/03461238.2017.1402817 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |