“On the time value of ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998

North American Actuarial Journal

Volumn 2, Issue 1, 1998, Pages 75-76

  Pafumi, Gérard ^a  

^a UNIVERSITY OF LAUSANNE   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34247505123     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1998.10595675     Document Type: Article

References (1)

1. Gerber, H.U., and Shiu, E.S.W. 1997. “From Ruin Theory to Option Pricing,” Joint Day Proceedings Volume of the XXVIIIth International ASTIN Colloquium/7th International AFIR Colloquium, Cairns, Australia, pp. 157–76.