2002•Insurance Mathematics and EconomicsRequires access

Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails

Dimitrios G. Konstantinides, Qihe Tang, Г. Ш. Цициашвили

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Key concepts: Mathematics, Constant (computer programming), Ruin theory, Risk model, Applied mathematics, Statistical physics, Probability distribution, Mathematical economics

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