Estimation of the Lundberg coefficient for a Markov modulated risk model

Scandinavian Actuarial Journal

Volumn 1997, Issue 1, 1997, Pages 48-57

  Schmidli, Hanspeter ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Adjustment coefficient; Cox model; Hill's estimator; Lundberg exponent; Ruin probability; Tail probabilities

Indexed keywords

EID: 85011239518     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1997.10413977     Document Type: Article

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