Rates in approximations to ruin probabilities for heavy-tailed distributions
Research output: Contribution to journal › Journal article › Research › peer-review
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Rates in approximations to ruin probabilities for heavy-tailed distributions. / Mikosch, Thomas Valentin; Nagaev, A.V.
In: Extremes, No. 4, 2001, p. 67-78.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Mikosch, TV & Nagaev, AV 2001, 'Rates in approximations to ruin probabilities for heavy-tailed distributions', Extremes, no. 4, pp. 67-78.
APA
Mikosch, T. V., & Nagaev, A. V. (2001). Rates in approximations to ruin probabilities for heavy-tailed distributions. Extremes, (4), 67-78.
Vancouver
Mikosch TV, Nagaev AV. Rates in approximations to ruin probabilities for heavy-tailed distributions. Extremes. 2001;(4):67-78.
Author
Bibtex
@article{2418a37074c711dbbee902004c4f4f50,
title = "Rates in approximations to ruin probabilities for heavy-tailed distributions",
abstract = "Forsikringsmatematik",
author = "Mikosch, {Thomas Valentin} and A.V. Nagaev",
year = "2001",
language = "English",
pages = "67--78",
journal = "Extremes",
issn = "1386-1999",
publisher = "Springer",
number = "4",
}
RIS
TY - JOUR
T1 - Rates in approximations to ruin probabilities for heavy-tailed distributions
AU - Mikosch, Thomas Valentin
AU - Nagaev, A.V.
PY - 2001
Y1 - 2001
N2 - Forsikringsmatematik
AB - Forsikringsmatematik
M3 - Journal article
SP - 67
EP - 78
JO - Extremes
JF - Extremes
SN - 1386-1999
IS - 4
ER -
ID: 163281