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
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