On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

Research output: Working paperResearch

  • Hanspeter Schmidli
Original languageEnglish
Place of PublicationAfdeling for Anvendt Matematik og Statistik
PublisherH.C.Ø.-Tryk
Pages1-10
ISBN (Print)87-7834-577-4
Publication statusPublished - 2004

ID: 159452