Ruin theory with risk proportional to free reserve and securitization

Research output: Contribution to journal › Article › Research › peer-review

Original language	Undefined/Unknown
Pages (from-to)	59-73
Number of pages	15
Journal	Insurance / Mathematics & economics
Volume	26
Publication status	Published - 2016

@article{6852b49b859445b6a8747bbf7343090a,

title = "Ruin theory with risk proportional to free reserve and securitization",

author = "T. Siegl and R.~F. Tichy",

year = "2016",

language = "undefiniert/unbekannt",

volume = "26",

pages = "59--73",

journal = "Insurance / Mathematics & economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

}