Ruin probabilities in the presence of heavy-tails and interest rates

DOI10.1080/03461238.1998.10413991zbMath1022.60083OpenAlexW2035824147MaRDI QIDQ4235013

Claudia Klüppelberg, Ulrich Stadtmüller

Publication date: 25 March 1999

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

Full work available at URL: https://doi.org/10.1080/03461238.1998.10413991

zbMATH Keywords

regular variationheavy tailsinterest rate modelruin probabilityAbel-Tauber theoremsmodified Laplace transforms

Mathematics Subject Classification ID

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