Ruin probabilities in the presence of heavy tails and interest rates

Title:: Ruin probabilities in the presence of heavy tails and interest rates
Document type:: Zeitschriftenaufsatz
Author(s):: Klüppelberg, C., and Stadtmüller, U.
Journal title:: Scandinavian Actuarial Journal
Year:: 1998
Journal volume:: 1998
Journal issue:: 1
Pages contribution:: 49-58
Reviewed:: ja
Language:: en
Fulltext / DOI:: doi:10.1080/03461238.1998.10413991
WWW:: Scandinavian Actuarial Journal
Status:: Verlagsversion / published
TUM Institution:: Lehrstuhl für Mathematische Statistik
Format:: Text
BibTeX

Occurrences: