Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Remigijus Leipus; Jonas Šiaulys
| Year of publication: |
2007
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|---|---|
| Authors: | Leipus, Remigijus ; Šiaulys, Jonas |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 498-508
|
| Subject: | Finanzmathematik | Mathematical finance | Risikomodell | Risk model | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755782