Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe - In: Insurance: Mathematics and Economics 47 (2010) 3, pp. 405-414
In this paper we discuss the asymptotic behaviour of random contractions X=RS, where R, with distribution function F, is a positive random variable independent of S[set membership, variant](0,1). Random contractions appear naturally in insurance and finance. Our principal contribution is the...