Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process

Krzysztof Burnecki, Marek A. Teuerle, Aleksandra Wilkowska

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DOI: 10.3390/risks10060129
Published: 2022-06-17
Container: Risks
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/risks10060129,
  title = {Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process},
  author = {Krzysztof Burnecki and Marek A. Teuerle and Aleksandra Wilkowska},
  year = {2022},
  journal = {Risks},
  doi = {10.3390/risks10060129},
  url = {https://doi.org/10.3390/risks10060129}
}

RIS

TY  - JOUR
TI  - Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process
AU  - Krzysztof Burnecki
AU  - Marek A. Teuerle
AU  - Aleksandra Wilkowska
PY  - 2022
JO  - Risks
DO  - 10.3390/risks10060129
UR  - https://doi.org/10.3390/risks10060129
ER  -

APA

Burnecki, K., Teuerle, M. A., & Wilkowska, A. (2022). Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process. Risks. https://doi.org/10.3390/risks10060129

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crossref · retrieved 2026-09-24T23:48:03.632Z