Risk Model of Good and Bad Periods

Zbigniew Michna

Chapter 17 in Statistical Tools for Finance and Insurance, 2005, pp 395-406 from Springer

Keywords: Risk Model; Fractional Brownian Motion; Initial Capital; Risk Process; Ruin Probability (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-27395-0_17

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DOI: 10.1007/3-540-27395-6_17

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