Ruin theory with risk proportional to the free reserve and securitization

Thomas Siegl, Robert F. Tichy

Open source

DOI
10.1016/s0167-6687(99)00042-6
Published
2000-02
Container
Insurance: Mathematics and Economics
Publisher
Elsevier BV
Open access
unknown

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BibTeX

@article{allodium:10.1016/s0167-6687-99-00042-6,
  title = {Ruin theory with risk proportional to the free reserve and securitization},
  author = {Thomas Siegl and Robert F. Tichy},
  year = {2000},
  journal = {Insurance: Mathematics and Economics},
  doi = {10.1016/s0167-6687(99)00042-6},
  url = {https://doi.org/10.1016/s0167-6687(99)00042-6}
}

RIS

TY  - JOUR
TI  - Ruin theory with risk proportional to the free reserve and securitization
AU  - Thomas Siegl
AU  - Robert F. Tichy
PY  - 2000
JO  - Insurance: Mathematics and Economics
DO  - 10.1016/s0167-6687(99)00042-6
UR  - https://doi.org/10.1016/s0167-6687(99)00042-6
ER  - 

APA

Siegl, T., & Tichy, R. F. (2000). Ruin theory with risk proportional to the free reserve and securitization. Insurance: Mathematics and Economics. https://doi.org/10.1016/s0167-6687(99)00042-6

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