2024-03-29T01:18:34Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7297568
2021-01-18T13:57:43Z
60
91
Gajek, Lesław; Rudź, Marcin
2020
7297568
English
Springer US, New York, NY
https://zbmath.org/07297568
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Methodol. Comput. Appl. Probab. 22, No. 4, 1507-1528 (2020).
91G05; 60J20
Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model
j