Second-order asymptotics of ruin probabilities for semiexponential claims
Work
Year: 2009
Type: article
Source: Lithuanian Mathematical Journal
Institutions Lithuanian Academy of Sciences, Vilnius University
Cites: 20
Cited by: 3
Related to: 10
FWCI: 0.356
Citation percentile (by year/subfield): 65.53
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed