Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

Christian Hipp, Hanspeter Schmidli

Publikation: Working paper › Forskning

Biblioteksadgang?

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title = "Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case",

author = "Christian Hipp and Hanspeter Schmidli",

year = "2003",

language = "English",

isbn = "87-7834-539-1",

pages = "1--15",

publisher = "H.C.{\O}.-Tryk",

type = "WorkingPaper",

institution = "H.C.{\O}.-Tryk",

}

TY - UNPB

T1 - Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

AU - Hipp, Christian

AU - Schmidli, Hanspeter

PY - 2003

Y1 - 2003

M3 - Working paper

SN - 87-7834-539-1

SP - 1

EP - 15

BT - Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

PB - H.C.Ø.-Tryk

CY - Københavns Universitet

ER -