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Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate

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Wang, Dingcheng

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At first the paper investigates the asymptotic behavior of the finite-time ruin probability with constant interest rate and subexponentially tailed claim sizes, which extends the result recently established by Tang[14] for the classical risk model to the

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
URI: http://hdl.handle.net/1885/31675
Source: Stochastic Models
DOI: 10.1080/15326340701826898

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