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Pregled bibliografske jedinice broj: 1182822

Ruin probability and distribution of suprema for generalized risk processes

Geček Tuđen, Ivana
Ruin probability and distribution of suprema for generalized risk processes // Erasmus + Probability workshop
Dresden, Njemačka, 2018. str. 1-1 (radionica, recenziran, sažetak, znanstveni)

CROSBI ID: 1182822 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Ruin probability and distribution of suprema for generalized risk processes

Autori
Geček Tuđen, Ivana

Vrsta, podvrsta i kategorija rada
Sažeci sa skupova, sažetak, znanstveni

Skup
Erasmus + Probability workshop

Mjesto i datum
Dresden, Njemačka, 21.05.2018. - 25.05.2018

Vrsta sudjelovanja
Radionica

Vrsta recenzije
Recenziran

Ključne riječi
risk process, suprema, Levy process, subordinator, spectrally negative process, skip-free random walk

Sažetak
We present results for ruin probability and distribution of suprema for generalized risk processes in the discrete and continuous case.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb

Profili:

Avatar Url Ivana Geček Tuđen (autor)

Citiraj ovu publikaciju:

Geček Tuđen, Ivana
Ruin probability and distribution of suprema for generalized risk processes // Erasmus + Probability workshop
Dresden, Njemačka, 2018. str. 1-1 (radionica, recenziran, sažetak, znanstveni)
Geček Tuđen, I. (2018) Ruin probability and distribution of suprema for generalized risk processes. U: Erasmus + Probability workshop.
@article{article, author = {Ge\v{c}ek Tu\djen, Ivana}, year = {2018}, pages = {1-1}, keywords = {risk process, suprema, Levy process, subordinator, spectrally negative process, skip-free random walk}, title = {Ruin probability and distribution of suprema for generalized risk processes}, keyword = {risk process, suprema, Levy process, subordinator, spectrally negative process, skip-free random walk}, publisherplace = {Dresden, Njema\v{c}ka} }
@article{article, author = {Ge\v{c}ek Tu\djen, Ivana}, year = {2018}, pages = {1-1}, keywords = {risk process, suprema, Levy process, subordinator, spectrally negative process, skip-free random walk}, title = {Ruin probability and distribution of suprema for generalized risk processes}, keyword = {risk process, suprema, Levy process, subordinator, spectrally negative process, skip-free random walk}, publisherplace = {Dresden, Njema\v{c}ka} }

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