Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Queueing Systems |
| Volume | 46 |
| Issue number | 1-2 |
| Pages (from-to) | 149-157 |
| ISSN | 0257-0130 |
| Publication status | Published - 2004 |
ID: 76853