Practical approximations for multivariate characteristics of risk processes

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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.identifier.bibliographicCitation Insurance, Mathematics & Economics, Dec 1999, v. 25, n. 3, pp. 397-413
dc.identifier.issn 0167-6687
dc.identifier.uri http://hdl.handle.net/10016/12756
dc.description.sponsorship The author gratefully acknowledges the financia support from: Bacas de Perfeccionamiento de Doctores en el Extranjero, 1999, MEC, Spain
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Elsevier
dc.rights ©Elsevier
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 article
dc.description.status Publicado
dc.relation.publisherversion http://dx.doi.org/10.1016/S0167-6687(99)00023-2
dc.subject.eciencia Empresa
dc.identifier.doi 10.1016/S0167-6687(99)00023-2
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 397
dc.identifier.publicationissue 3
dc.identifier.publicationlastpage 413
dc.identifier.publicationtitle Insurance, Mathematics & Economics
dc.identifier.publicationvolume 25
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