Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case
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Standard
Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case. / Schmidli, Hanspeter.
I: Queueing Systems, Bind 46, Nr. 1-2, 2004, s. 149-157.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Schmidli, H 2004, 'Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case', Queueing Systems, bind 46, nr. 1-2, s. 149-157.
APA
Schmidli, H. (2004). Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case. Queueing Systems, 46(1-2), 149-157.
Vancouver
Schmidli H. Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case. Queueing Systems. 2004;46(1-2):149-157.
Author
Bibtex
@article{83e4d0d074c211dbbee902004c4f4f50,
title = "Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case",
author = "Hanspeter Schmidli",
year = "2004",
language = "English",
volume = "46",
pages = "149--157",
journal = "Queueing Systems",
issn = "0257-0130",
publisher = "Springer",
number = "1-2",
}
RIS
TY - JOUR
T1 - Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case
AU - Schmidli, Hanspeter
PY - 2004
Y1 - 2004
M3 - Journal article
VL - 46
SP - 149
EP - 157
JO - Queueing Systems
JF - Queueing Systems
SN - 0257-0130
IS - 1-2
ER -
ID: 76853