Ruin estimates for large claims
Year of publication: |
1988
|
---|---|
Authors: | Embrechts, P. ; Villasenor, J. A. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 7.1988, 4, p. 269-274
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Ruin theory revisited : stochastic models for operational risk
Embrechts, Paul, (2004)
-
Embrechts, Paul, (2009)
-
Linear correlation and EVT : properties and caveats
Embrechts, Paul, (2009)
- More ...