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 (Final published version)
Published at
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