Lévy systems and the time value of ruin for Markov additive processes
Work
Year: 2012
Type: article
Source: European Actuarial Journal
Authors Zied Ben Salah, Manuel Morales
Institution Université de Montréal
Cites: 25
Cited by: 9
Related to: 10
FWCI: 1.82
Citation percentile (by year/subfield): 78.99
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goals Climate action, Sustainable cities and communities
Open Access status: closed