On ruin probability and aggregate claim representations for Pareto claim size distributions
Year of publication: |
2009
|
---|---|
Authors: | Albrecher, Hansjörg ; Kortschak, Dominik |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 3, p. 362-373
|
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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