A semimartingale approach to some problems in risk theory

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Standard

A semimartingale approach to some problems in risk theory. / Sørensen, Michael.

I: ASTIN Bulletin - Actuarial Studies in non Life Insurance, Bind 26, 1996, s. 15-23.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, M 1996, 'A semimartingale approach to some problems in risk theory', ASTIN Bulletin - Actuarial Studies in non Life Insurance, bind 26, s. 15-23.

APA

Sørensen, M. (1996). A semimartingale approach to some problems in risk theory. ASTIN Bulletin - Actuarial Studies in non Life Insurance, 26, 15-23.

Vancouver

Sørensen M. A semimartingale approach to some problems in risk theory. ASTIN Bulletin - Actuarial Studies in non Life Insurance. 1996;26:15-23.

Author

Sørensen, Michael. / A semimartingale approach to some problems in risk theory. I: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 1996 ; Bind 26. s. 15-23.

Bibtex

@article{3930d4cf9e1c414e9842a6819cf0bdd3,
title = "A semimartingale approach to some problems in risk theory",
author = "Michael S{\o}rensen",
year = "1996",
language = "English",
volume = "26",
pages = "15--23",
journal = "ASTIN Bulletin: The Journal of the IAA",
issn = "0515-0361",
publisher = "Cambridge University Press",

}

RIS

TY - JOUR

T1 - A semimartingale approach to some problems in risk theory

AU - Sørensen, Michael

PY - 1996

Y1 - 1996

M3 - Journal article

VL - 26

SP - 15

EP - 23

JO - ASTIN Bulletin: The Journal of the IAA

JF - ASTIN Bulletin: The Journal of the IAA

SN - 0515-0361

ER -

ID: 130219130