M. Regensburger

Discipline

Economies et finances (1)

Type de document

Co-auteur

M. Rosenkranz

Z. Palmowski

C. Constantinescu

H. Albrecher

Date

Source

Serveur académique Lausannois (1)

Mot-clé

surplus (1) risque (1) prime (1) pénalité (1) papier (1) modèle (1) assurance (1) revenu (1) analyse (1) Cases (1) Technique (1) Securities (1) Risk (1) Probabilities (1) Potential theory (Mathematics) (1) Paper (1) Investments (1) Insurance (1) Income (1) Functions (1) Example (1) Differential equations (1) Boundary value problems (1) Asymptotic expansions (1) Cases (1) Technique (1) Analysis (1) Structure (1) Behavior (1) Models (1)

Documents écrit par M. Regensburger (1) | parle de M. Regensburger (0)

Exact and asymptotic results for insurance risk models with surplus-dependent premiums

H. Albrecher et al. (2013)