Ruin probability functions and severity of ruin as a statistical decision problem

Ruin probability functions and severity of ruin as a statistical decision problem
E. Gómez-Déniz, J.M. Sarabia, E. Calderín-Ojeda. Risks (Special Issue Loss Models: From Theory to Applications), 2019, 7 (68), pp. 1 - 16.   Fulltext   Abstract
Journal article