"Asymptotics of Ruin Probabilities for Risk Processes under Optimal ..."

Hanspeter Schmidli (2004)

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DOI: 10.1023/B:QUES.0000021146.65596.84

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type: Journal Article

metadata version: 2020-05-18

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Hanspeter Schmidli:
Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case. Queueing Syst. Theory Appl. 46(1-2): 149-157 (2004)

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