Rates in approximations to ruin probabilities for heavy-tailed distributions

Abstract

Forsikringsmatematik

@article{2418a37074c711dbbee902004c4f4f50,

title = "Rates in approximations to ruin probabilities for heavy-tailed distributions",

abstract = "Forsikringsmatematik",

author = "Mikosch, {Thomas Valentin} and A.V. Nagaev",

year = "2001",

language = "English",

pages = "67--78",

journal = "Extremes",

issn = "1386-1999",

publisher = "Springer",

number = "4",

}