The ruin probability of a discrete time risk model under constant interest rate with heavy tails

Scandinavian Actuarial Journal

Volumn 2004, Issue 3, 2004, Pages 229-240

  Tang, Qihe ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Asymptotics; Constant interest rate; Matuszewska index; Ruin probability; Subexponentiality

Indexed keywords

EID: 84996578187     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230310017531     Document Type: Article

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