most citedModelling risk for commodities in Brazil: An application to live cattle spot and futures prices

4 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2021

Ruin and dividend measures in the renewal dual risk model

Renata G. Alcoforado, Agnieszka I. Bergel, Rui M. R. Cardoso +2

In this manuscript we consider the dual risk model with financial application, where the random gains occur under a renewal process. We particularly work the Erlang(n) case for com…