Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case

Hanspeter Schmidli

10 Citationer (Scopus)

Citationsformater

@article{83e4d0d074c211dbbee902004c4f4f50,

title = "Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case",

author = "Hanspeter Schmidli",

year = "2004",

language = "English",

volume = "46",

pages = "149--157",

journal = "Queueing Systems",

issn = "0257-0130",

publisher = "Springer",

number = "1-2",

}