Higher-order expansions for compound distributions and ruin probabilities with subexponential claims


Autoria(s): Albrecher H.; Hipp C.; Kortschak D.
Data(s)

2010

Identificador

http://serval.unil.ch/?id=serval:BIB_69531DB42BB3

http://my.unil.ch/serval/document/BIB_69531DB42BB3.pdf

http://nbn-resolving.org/urn/resolver.pl?urn=urn:nbn:ch:serval-BIB_69531DB42BB32

isbn:0346-1238

Idioma(s)

en

Direitos

info:eu-repo/semantics/openAccess

Fonte

Scandinavian Actuarial Journal, vol. 110, no. 2, pp. 105-135

Tipo

info:eu-repo/semantics/article

article