Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case

Author: Schmidli Hanspeter  

Publisher: Springer Publishing Company

ISSN: 0257-0130

Source: Queueing Systems, Vol.46, Iss.1-2, 2004-01, pp. : 149-157

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Abstract