Ruin probabilities in the presence of heavy-tails and interest rates

Scandinavian Actuarial Journal

Volumn 1998, Issue 1, 1998, Pages 49-58

  Stadtmüller, Ulrich ^a   Klüppelberg, Claudia ^b  

^a UNIVERSITY OF ULM   (Germany)

^b JOHANNES GUTENBERG UNIVERSITY   (Germany)

Author keywords

Abel Tauber theorems; Heavy tails; Interest rate model; Modified Laplace transforms; Regular variation; Ruin probability

Indexed keywords

EID: 85023942395     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413991     Document Type: Article

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