Ruin probabilities in the presence of regularly varying tails and optimal investment
| Year of publication: |
2002
|
|---|---|
| Authors: | Gaier, Johanna ; Grandits, Peter |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 30.2002, 2, p. 211-217
|
| Publisher: |
Elsevier |