Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management
Crossref DOI link: https://doi.org/10.1007/s10586-017-1007-0
Published Online: 2017-06-28
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Xiao, Min
Cui, Sheng
Ming, Ruixing
Jiang, Tao http://orcid.org/0000-0002-2458-8203
Funding for this research was provided by:
National Natural Science Foundation of China (11371321)
License valid from 2017-06-28