Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model

By Jinzhu Li, Qihe Tang, Rong Wu. Advances in Applied Probability, 2010

166 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/10c04a52f3399977fcdf80d7b13077aedcca4e20