Publications in Scientific Journals:
P. Grandits, J. Gaier:
"Ruin probabilities and investment under interest force in the presence of regularly varying tails";
Scandinavian Actuarial Journal,
4
(2004),
256
- 278.
Online library catalogue of the TU Vienna:
http://aleph.ub.tuwien.ac.at/F?base=tuw01&func=find-c&ccl_term=AC04969816
Related Projects:
Project Head Peter Grandits:
Abschätzung der Ruinwahrscheinlichkeit für einen Versicherer
Created from the Publication Database of the Vienna University of Technology.