Stable Lévy motion approximation in collective risk theory

Insurance: Mathematics and Economics

Volumn 20, Issue 2, 1997, Pages 97-114

  Furrer, Hansjörg ^a   Michna, Zbigniew ^c   Weron, Aleksander ^b  

^a ETH ZURICH   (Switzerland)

^b WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

^c NONE

Author keywords

Heavy tailed claims; Risk theory; Ruin probability; Weak convergence in d0, ; stable l vy motion

Indexed keywords

EID: 0031591894     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00008-5     Document Type: Article

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