Second Order Corrections for the Limits of Normalized Ruin Times in the Presence of Heavy Tails
Published Online:10 Dec 2013https://doi.org/10.1287/11-SSY054
- Cited by
- 30 January 2018 | Journal of Applied Probability, Vol. 51, No. 1
Volume 3, Issue 2
December 2013
Pages 322-633
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- Received:December 01, 2011
- Published Online:December 10, 2013
Copyright © 2013, The author(s)
Cite as
Søren Asmussen, Dominik Kortschak (2013) Second Order Corrections for the Limits of Normalized Ruin Times in the Presence of Heavy Tails. Stochastic Systems 3(2):591-633.
https://doi.org/10.1287/11-SSY054
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