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

Stochastic Processes and their Applications

Volumn 108, Issue 2, 2003, Pages 299-325

  Tang, Qihe ^a   Tsitsiashvili, Gurami ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b INSTITUTE OF APPLIED MATHEMATICS   (Russian Federation)

Author keywords

Asymptotics; Dominated variation; Matuszewska indices; Moment index; Ruin probability; Subexponentiality

Indexed keywords

EID: 0142056077     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2003.07.001     Document Type: Article

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