Approximations for moments of deficit at ruin with exponential and subexponential claims

Authors
Publication date 2002
Journal Statistics & Probability Letters
Volume | Issue number 59
Pages (from-to) 367-378
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/S0167-7152(02)00234-1
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