Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes

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Serval ID
serval:BIB_465EF4D43255
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes
Journal
Journal of Applied Probability
Author(s)
Albrecher H., Chen B., Vatamidou E., Zwart B.
ISSN
0021-9002
Publication state
Published
Issued date
2020
Peer-reviewed
Oui
Volume
57
Number
2
Pages
513-530
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_465EF4D43255
Create date
09/01/2020 22:44
Last modification date
17/07/2020 5:21
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