On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

Publikation: Working paper › Forskning

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. s. 1-10.

Publikation: Working paper › Forskning

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, s. 1-10.

APA

Schmidli, H. (2004). On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance. (s. 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, s. 1-10.

Author

Schmidli, Hanspeter. / On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance. Afdeling for Anvendt Matematik og Statistik : H.C.Ø.-Tryk, 2004. s. 1-10

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