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Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate 

Author: D. Wang ab
Affiliations:   a Center of Financial Mathematics, MSI, Australian National University, ACT 0200, Canberra, Australia
b School of Applied Mathematics and School of Management, University of Electronic Science and Technology of China, Chengdu, Sichuan, P.R. China
DOI: 10.1080/15326340701826898
Publication Frequency: 4 issues per year
Published in: journal Stochastic Models, Volume 24, Issue 1 January 2008 , pages 41 - 57
Formats available: HTML (English) : PDF (English)

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