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

Hanspeter Schmidli

Cite this

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

author = "Hanspeter Schmidli",

year = "2002",

language = "English",

isbn = "87-7834-513-8",

pages = "1--10",

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 large claim case

AU - Schmidli, Hanspeter

PY - 2002

Y1 - 2002

M3 - Working paper

SN - 87-7834-513-8

SP - 1

EP - 10

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

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -