Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Year of publication: |
2007
|
---|---|
Authors: | Leipus, Remigijus ; Šiaulys, Jonas |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 40.2007, 3, p. 498-508
|
Saved in:
Saved in favorites
Similar items by person
-
Yang, Yang, (2012)
-
Closure property and maximum of randomly weighted sums with heavy-tailed increments
Yang, Yang, (2014)
-
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Leipus, Remigijus, (2007)
- More ...