collaborators

1 paper

q-fin.RM2014

On the Depletion Problem for an Insurance Risk Process: New Non-ruin Quantities in Collective Risk Theory

Zied Ben-Salah, Hélène Guérin, Manuel Morales +1

The field of risk theory has traditionally focused on ruin-related quantities. In particular, the socalled Expected Discounted Penalty Function has been the object of a thorough st…