Ruin probabilities in a finite-horizon risk model with investment and reinsurance
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- GonzÃ¡lez-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre, 2011. "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 186-200.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-02 (All new papers)
- NEP-IAS-2010-10-02 (Insurance Economics)
- NEP-RMG-2010-10-02 (Risk Management)
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