Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
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Publication:882475
DOI10.1016/j.insmatheco.2006.07.006zbMath1183.91073OpenAlexW2029777088MaRDI QIDQ882475
Jonas Šiaulys, Remigijus Leipus
Publication date: 23 May 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.07.006
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