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

Authors
  • Q. Tang
  • G.Sh. Tsitsiashvili
Publication date 2003
Journal Stochastic Processes and their Applications
Volume | Issue number 108 | 2
Pages (from-to) 299-325
Number of pages 27
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/j.spa.2003.07.001
Published at http://dx.doi.org/10.1016/S0304-4149(03)00104-2
Permalink to this page
Back