Ruin probabilities in perturbed risk models

Insurance: Mathematics and Economics

Volumn 22, Issue 1, 1998, Pages 93-104

  Schlegel, Sabine ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

Perturbed risk model; Ruin function; Subexponential distributions

Indexed keywords

EID: 0032523507     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00011-0     Document Type: Article

References (23)

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