Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case
Publikation: Working paper › Forskning
Standard
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case. / Schmidli, Hanspeter.
Københavns Universitet : H.C.Ø.-Tryk, 2002. s. 1-10.Publikation: Working paper › Forskning
Harvard
Schmidli, H 2002 'Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case' H.C.Ø.-Tryk, Københavns Universitet, s. 1-10.
APA
Schmidli, H. (2002). Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case. (s. 1-10). H.C.Ø.-Tryk.
Vancouver
Schmidli H. Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case. Københavns Universitet: H.C.Ø.-Tryk. 2002, s. 1-10.
Author
Bibtex
@techreport{fcd6e51074c611dbbee902004c4f4f50,
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",
}
RIS
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 -
ID: 160447