Small-time ruin estimates for certain Markov-dependent processes arising in risk management

Publikation: Bidrag til tidsskriftKonferenceartikelForskningfagfællebedømt

Standard

Small-time ruin estimates for certain Markov-dependent processes arising in risk management. / Collamore, Jeffrey F.

I: Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004), 2004.

Publikation: Bidrag til tidsskriftKonferenceartikelForskningfagfællebedømt

Harvard

Collamore, JF 2004, 'Small-time ruin estimates for certain Markov-dependent processes arising in risk management', Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004).

APA

Collamore, J. F. (2004). Small-time ruin estimates for certain Markov-dependent processes arising in risk management. Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004).

Vancouver

Collamore JF. Small-time ruin estimates for certain Markov-dependent processes arising in risk management. Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004). 2004.

Author

Collamore, Jeffrey F. / Small-time ruin estimates for certain Markov-dependent processes arising in risk management. I: Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004). 2004.

Bibtex

@inproceedings{dc4781f7ba3f477b83a0734141d35e8c,
title = "Small-time ruin estimates for certain Markov-dependent processes arising in risk management",
author = "Collamore, {Jeffrey F.}",
year = "2004",
language = "English",
journal = "Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004)",

}

RIS

TY - GEN

T1 - Small-time ruin estimates for certain Markov-dependent processes arising in risk management

AU - Collamore, Jeffrey F.

PY - 2004

Y1 - 2004

M3 - Conference article

JO - Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004)

JF - Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004)

ER -

ID: 32221511