Calculating continuous time ruin probabilities for a large portfolio with varying premiums

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<dc:creator>Afonso, Lourdes B.</dc:creator>
<dc:creator>Egídio dos Reis, Alfredo D.</dc:creator>
<dc:creator>Waters, Howard R.</dc:creator>
<dc:date>2009-05-01</dc:date>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/124459.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Calculating continuous time ruin probabilities for a large portfolio with varying premiums</dc:title>
<dc:relation xml:lang="es">En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/05/2009 Tomo 39 Número 1  - 2009 , p. 117-136</dc:relation>
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