Rates in approximations to ruin probabilities for heavy-tailed distributions
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Publication:1848522
DOI10.1023/A:1012237524316zbMath1003.60050OpenAlexW55182593MaRDI QIDQ1848522
Thomas Mikosch, Alexander V. Nagaev
Publication date: 21 November 2002
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1012237524316
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