On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance
Research output: Working paper › Research
Standard
On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance. / Schmidli, Hanspeter.
Afdeling for Anvendt Matematik og Statistik : H.C.Ø.-Tryk, 2004. p. 1-10.Research output: Working paper › Research
Harvard
Schmidli, H 2004 'On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance' H.C.Ø.-Tryk, Afdeling for Anvendt Matematik og Statistik, pp. 1-10.
APA
Schmidli, H. (2004). On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance. (pp. 1-10). H.C.Ø.-Tryk.
Vancouver
Schmidli H. On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance. Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk. 2004, p. 1-10.
Author
Bibtex
@techreport{ed58114074c611dbbee902004c4f4f50,
title = "On Cram{\'e}r-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance",
author = "Hanspeter Schmidli",
year = "2004",
language = "English",
isbn = "87-7834-577-4",
pages = "1--10",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",
}
RIS
TY - UNPB
T1 - On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance
AU - Schmidli, Hanspeter
PY - 2004
Y1 - 2004
M3 - Working paper
SN - 87-7834-577-4
SP - 1
EP - 10
BT - On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance
PB - H.C.Ø.-Tryk
CY - Afdeling for Anvendt Matematik og Statistik
ER -
ID: 159452