On the distribution tail of an integrated risk model: A numerical approach

Citation

Brokate, M, Kluppelberg, C, Kostadinova, R , Maller, R. 2008, 'On the distribution tail of an integrated risk model: A numerical approach', Insurance; Mathematics and Economics, vol. 42, pp. 101-106.

Year

2008

ANU Authors

Field of Research

  • Applied Statistics

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