Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

Hanspeter Schmidli

Cite this

@techreport{fccfb92074c611dbbee902004c4f4f50,

title = "Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case",

author = "Hanspeter Schmidli",

year = "2002",

language = "English",

isbn = "87-7834-514-6",

pages = "1--12",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}

TY - UNPB

T1 - Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

AU - Schmidli, Hanspeter

PY - 2002

Y1 - 2002

M3 - Working paper

SN - 87-7834-514-6

SP - 1

EP - 12

BT - Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -