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"Finite-time ruin probabilities under large-claim reinsurance treaties for ..."

Hansjörg Albrecher et al. (2020)

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DOI: 10.1017/JPR.2020.8

access: closed

type: Journal Article

metadata version: 2020-07-30

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Hansjörg Albrecher, Bohan Chen, Eleni Vatamidou, Bert Zwart:
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes. J. Appl. Probab. 57(2): 513-530 (2020)

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