Practical approximations for multivariate characteristics of risk processes

Publication:
Practical approximations for multivariate characteristics of risk processes

dc.affiliation.dpto	UC3M. Departamento de Economía de la Empresa	es
dc.contributor.author	Usabel Rodrigo, Miguel Arturo
dc.date.accessioned	2011-12-14T18:37:24Z
dc.date.available	2011-12-14T18:37:24Z
dc.date.issued	1999-12
dc.description.sponsorship	The author gratefully acknowledges the financia support from: Bacas de Perfeccionamiento de Doctores en el Extranjero, 1999, MEC, Spain
dc.description.status	Publicado
dc.format.mimetype	application/pdf
dc.identifier.bibliographicCitation	Insurance, Mathematics & Economics, Dec 1999, v. 25, n. 3, pp. 397-413
dc.identifier.doi	10.1016/S0167-6687(99)00023-2
dc.identifier.issn	0167-6687
dc.identifier.publicationfirstpage	397
dc.identifier.publicationissue	3
dc.identifier.publicationlastpage	413
dc.identifier.publicationtitle	Insurance, Mathematics & Economics
dc.identifier.publicationvolume	25
dc.identifier.uri	https://hdl.handle.net/10016/12756
dc.language.iso	eng
dc.publisher	Elsevier
dc.relation.publisherversion	http://dx.doi.org/10.1016/S0167-6687(99)00023-2
dc.rights	©Elsevier
dc.rights.accessRights	open access
dc.subject.eciencia	Empresa
dc.subject.other	Recursive procedures
dc.subject.other	Double Laplace transforms
dc.subject.other	Finite time multivariate ruin probability
dc.subject.other	Multiple integrals
dc.subject.other	Power series expansions
dc.title	Practical approximations for multivariate characteristics of risk processes
dc.type	research article	*
dc.type.hasVersion	AM	*
dspace.entity.type	Publication

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