Ruin probabilities in the presence of heavy-tails and interest rates
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1998.10413991
Reference18 articles.
1. Regular Variation
2. Upperbounds on ruin probabilities in case of negative loadings and positive interest rates
3. Limit theorems for the present value of the surplus of an insurance portfolio
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