Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model
Qihe Tang; Guojing Wang; Kam C. Yuen
| Year of publication: |
2010
|
|---|---|
| Authors: | Tang, Qihe ; Wang, Guojing ; Yuen, Kam C. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 2, p. 362-370
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Risikoaversion | Risk aversion |
| 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/10003966599