Ruin probabilities in the presence of regularly varying...

Ruin probabilities in the presence of regularly varying tails and optimal investment

Johanna Gaier, Peter Grandits
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Volume:
30
Year:
2002
Language:
english
Pages:
7
DOI:
10.1016/s0167-6687(02)00101-4
File:
PDF, 91 KB
english, 2002
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