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Article: Asymptotics for a discrete-time risk model with Gamma-like insurance risks
Title | Asymptotics for a discrete-time risk model with Gamma-like insurance risks |
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Authors | |
Keywords | Asymptotics Finite-time and infinite-time ruin probabilities Gamma-like tail Insurance and financial risks Sarmanov distribution Stochastic discounted value of aggregate net losses |
Issue Date | 2016 |
Publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp |
Citation | Scandinavian Actuarial Journal, 2016, v. 2016 n. 6, p. 565-579 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/214580 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.967 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yang, Y | - |
dc.contributor.author | Yuen, KC | - |
dc.date.accessioned | 2015-08-21T11:38:56Z | - |
dc.date.available | 2015-08-21T11:38:56Z | - |
dc.date.issued | 2016 | - |
dc.identifier.citation | Scandinavian Actuarial Journal, 2016, v. 2016 n. 6, p. 565-579 | - |
dc.identifier.issn | 0346-1238 | - |
dc.identifier.uri | http://hdl.handle.net/10722/214580 | - |
dc.language | eng | - |
dc.publisher | Taylor & Francis Scandinavia. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp | - |
dc.relation.ispartof | Scandinavian Actuarial Journal | - |
dc.rights | This is an Accepted Manuscript of an article published by Taylor & Francis in Scandinavian Actuarial Journal on 05 Feb 2015, available online: http://www.tandfonline.com/doi/full/10.1080/03461238.2015.1004802 | - |
dc.subject | Asymptotics | - |
dc.subject | Finite-time and infinite-time ruin probabilities | - |
dc.subject | Gamma-like tail | - |
dc.subject | Insurance and financial risks | - |
dc.subject | Sarmanov distribution | - |
dc.subject | Stochastic discounted value of aggregate net losses | - |
dc.title | Asymptotics for a discrete-time risk model with Gamma-like insurance risks | - |
dc.type | Article | - |
dc.identifier.email | Yang, Y: yyang79@HKUCC-COM.hku.hk | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1080/03461238.2015.1004802 | - |
dc.identifier.scopus | eid_2-s2.0-84922963070 | - |
dc.identifier.hkuros | 249989 | - |
dc.identifier.volume | 2016 | - |
dc.identifier.issue | 6 | - |
dc.identifier.spage | 565 | - |
dc.identifier.epage | 579 | - |
dc.identifier.isi | WOS:000385868900005 | - |
dc.publisher.place | Sweden | - |
dc.identifier.issnl | 0346-1238 | - |