A. Baltrūnas, “Second-order asymptotics for the ruin probability in the case of very large claims”, Sibirsk. Mat. Zh., 1999, Volume 40, Number 6,Pages <nobr>1226

JOURNALS // Sibirskii Matematicheskii Zhurnal // Archive

Sibirsk. Mat. Zh., 1999 Volume 40, Number 6, Pages 1226–1235 (Mi smj61)

This article is cited in 4 papers

Second-order asymptotics for the ruin probability in the case of very large claims

A. Baltrūnas

UDC: 368.371:519.21

Received: 16.09.1997
Revised: 18.01.1999

Fulltext: PDF file (702 kB)
Cited by

English version: Siberian Mathematical Journal, 1999, 40:6, 1034–1043

Bibliographic databases: