Ruin probabilities in the presence of regularly varying tails and optimal investment
| Year of publication: |
2002
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|---|---|
| Authors: | Gaier, Johanna ; Grandits, Peter |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 30.2002, 2, p. 211-218
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