Stability bounds for ruin probabilities in a Markov modulated risk model with investments

Publikation: Working paper › Forskning

Standard

Stability bounds for ruin probabilities in a Markov modulated risk model with investments. / Rusaityte, Deimante.

Københavns Universitet : <Forlag uden navn>, 2002. s. 1-35.

Publikation: Working paper › Forskning

Harvard

Rusaityte, D 2002 'Stability bounds for ruin probabilities in a Markov modulated risk model with investments' <Forlag uden navn>, Københavns Universitet, s. 1-35.

APA

Rusaityte, D. (2002). Stability bounds for ruin probabilities in a Markov modulated risk model with investments. (s. 1-35). <Forlag uden navn>.

Vancouver

Rusaityte D. Stability bounds for ruin probabilities in a Markov modulated risk model with investments. Københavns Universitet: <Forlag uden navn>. 2002, s. 1-35.

Author

Rusaityte, Deimante. / Stability bounds for ruin probabilities in a Markov modulated risk model with investments. Københavns Universitet : <Forlag uden navn>, 2002. s. 1-35

Bibtex

@techreport{fcded45074c611dbbee902004c4f4f50,
title = "Stability bounds for ruin probabilities in a Markov modulated risk model with investments",
author = "Deimante Rusaityte",
year = "2002",
language = "English",
isbn = "87-7834-5804-9",
pages = "1--35",
publisher = "<Forlag uden navn>",
type = "WorkingPaper",
institution = "<Forlag uden navn>",

}

RIS

TY - UNPB

T1 - Stability bounds for ruin probabilities in a Markov modulated risk model with investments

AU - Rusaityte, Deimante

PY - 2002

Y1 - 2002

M3 - Working paper

SN - 87-7834-5804-9

SP - 1

EP - 35

BT - Stability bounds for ruin probabilities in a Markov modulated risk model with investments

PB - <Forlag uden navn>

CY - Københavns Universitet

ER -

ID: 160451