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Cramér-Lundberg Approximation for Nonlinearly Pertubed Risk Processes

Mats Gyllenberg, Dimitriv S. Silvestrov, Cramér-Lundberg Approximation for Nonlinearly Pertubed Risk Processes. Insurance: Mathematics and Economics 26(1), 75-90, 2000.

Abstract:

http://www.tucs.fi/Publications/journals/browse.cgi?year=2000&volume=26&issue=1&aid=662

BibTeX entry:

@ARTICLE{jGySia,
  title = {Cramér-Lundberg Approximation for Nonlinearly Pertubed Risk Processes},
  author = {Gyllenberg, Mats and Silvestrov, Dimitriv S.},
  journal = {Insurance: Mathematics and Economics},
  volume = {26},
  number = {1},
  pages = {75-90},
  year = {2000},
}

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