Asymptotic expansion of the ruin probability for Pareto claim size distributions

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Serval ID
serval:BIB_070C7B84E703
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
Production externe
Title
Asymptotic expansion of the ruin probability for Pareto claim size distributions
Title of the conference
Proceedings of the Fourth Int. Workshop on Applied Probability, Compagniegne
Author(s)
Albrecher H., Kortschak D.
Publication state
Published
Issued date
2008
Peer-reviewed
Oui
Language
english
Create date
21/08/2009 11:12
Last modification date
20/08/2019 13:29
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