Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
| Year of publication: |
2007
|
|---|---|
| Authors: | Leipus, Remigijus ; Siaulys, Jonas |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 40.2007, 3, p. 498-508
|
| Publisher: |
Elsevier |