Asymptotic ruin probabilities when exponential moments do not exist

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Publication:4082908

DOI10.1080/03461238.1975.10405073zbMath0321.62102OpenAlexW2029856806MaRDI QIDQ4082908

Bengt von Bahr

Publication date: 1975

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1975.10405073



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