Large deviations of heavy-tailed random sums with applications in insurance and finance

Title:: Large deviations of heavy-tailed random sums with applications in insurance and finance
Document type:: Zeitschriftenaufsatz
Author(s):: Klüppelberg, C., and Mikosch, T.
Journal title:: Journal of Applied Probability
Year:: 1997
Journal volume:: 34
Journal issue:: 2
Pages contribution:: 293-308
Reviewed:: ja
Language:: en
WWW:: Journal of Applied Probability
Status:: Erstveröffentlichung
TUM Institution:: Lehrstuhl für Mathematische Statistik
Format:: Text
BibTeX

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