Calculating ruin probabilities via product integration

ASTIN Bulletin

Volumn 27, Issue 2, 1997, Pages 263-271

  Ramsay, Colin M ^a   Usabel, Miguel A ^b  

^a UNIVERSITY OF NEBRASKA LINCOLN   (United States)

^b UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

convergence; heavy tailed distributions; Integral equation

Indexed keywords

EID: 85011482255     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.27.2.542051     Document Type: Article

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