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Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate

Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate

Bai, Xiaodong; Song, Lixin; Wang, Yuebao
  • 期刊名称Communications in Statistics - Theory and Methods
  • 作者Bai, Xiaodong; Song, Lixin; Wang, Yuebao
  • 卷第44卷
  • 期第14期
  • 印刷ISSN0361-0926
  • 电子ISSN1532-415X
  • 文件大小336.33KB
  • 发表时间2015-07-18
  • DOI10.1080/03610926.2013.809242
  • 页码2976-2983
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