Finite horizon ruin probabilities for Markov-modulated risk processes with heavy tails

Søren Asmussen, Bjarne Højgaard

Research output: Contribution to book/anthology/report/conference proceedingArticle in proceedingResearch

Original languageEnglish
Title of host publicationProceedings of the First Ukranian-Scandinavian Conference on Stochastic Dynamical System : Theory and Applications
EditorsKorolyuk, V : Kulldorff, G. : Klesov, O. : Silvestroy, D. (eds.)
PublisherTBiMC Scientific Publishers
Publication date1996
Publication statusPublished - 1996
EventFinite horizon ruin probabilities for Markov-modulated risk processes with heavy tails -
Duration: 19 May 2010 → …

Conference

ConferenceFinite horizon ruin probabilities for Markov-modulated risk processes with heavy tails
Period19/05/2010 → …

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