Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks

2003/09/12 by Qihe Tang, Gurami Tsitsiashvili, Г. Ш. Цициашвили · 6 citations
Decision Sciences · Social Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Insurance, Mortality, Demography, Risk Management #Financial Risk and Volatility Modeling

paper · doi:10.1016/j.spa.2003.07.001

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