Rates in approximations to ruin probabilities for heavy-tailed distributions

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Standard

Rates in approximations to ruin probabilities for heavy-tailed distributions. / Mikosch, Thomas Valentin; Nagaev, A.V.

I: Extremes, Nr. 4, 2001, s. 67-78.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV & Nagaev, AV 2001, 'Rates in approximations to ruin probabilities for heavy-tailed distributions', Extremes, nr. 4, s. 67-78.

APA

Mikosch, T. V., & Nagaev, A. V. (2001). Rates in approximations to ruin probabilities for heavy-tailed distributions. Extremes, (4), 67-78.

Vancouver

Mikosch TV, Nagaev AV. Rates in approximations to ruin probabilities for heavy-tailed distributions. Extremes. 2001;(4):67-78.

Author

Mikosch, Thomas Valentin ; Nagaev, A.V. / Rates in approximations to ruin probabilities for heavy-tailed distributions. I: Extremes. 2001 ; Nr. 4. s. 67-78.

Bibtex

@article{2418a37074c711dbbee902004c4f4f50,
title = "Rates in approximations to ruin probabilities for heavy-tailed distributions",
abstract = "Forsikringsmatematik",
author = "Mikosch, {Thomas Valentin} and A.V. Nagaev",
year = "2001",
language = "English",
pages = "67--78",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",
number = "4",

}

RIS

TY - JOUR

T1 - Rates in approximations to ruin probabilities for heavy-tailed distributions

AU - Mikosch, Thomas Valentin

AU - Nagaev, A.V.

PY - 2001

Y1 - 2001

N2 - Forsikringsmatematik

AB - Forsikringsmatematik

M3 - Journal article

SP - 67

EP - 78

JO - Extremes

JF - Extremes

SN - 1386-1999

IS - 4

ER -

ID: 163281