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- W2012167410 abstract "Following Müller and Pflug (Insur Math Econ 28:381–392, 2001) and Nyrhinen (Adv Appl Probab 30:1008–1026, 1998; J Appl Probab 36:733–746, 1999), we study the adjustment coefficient of ruin theory in a context of temporal dependency. We provide a consistent estimator for this coefficient, and perform some simulations." @default.
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- W2012167410 date "2010-06-11" @default.
- W2012167410 modified "2023-09-26" @default.
- W2012167410 title "Adjustment Coefficient for Risk Processes in Some Dependent Contexts" @default.
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- W2012167410 doi "https://doi.org/10.1007/s11009-010-9182-y" @default.
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