Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/15326340701826898
Reference19 articles.
1. Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities
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