Estimates for the ruin probability en the classical risk model with constant interest force in the presence of heavy tails

Authors
  • D.G. Konstantinides
  • Q. Tang
  • G.Sh. Tsitsiashvili
Publication date 2002
Journal Insurance: Mathematics & Economics
Volume | Issue number 31
Pages (from-to) 447-460
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at
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