Schmidli04'

BibTeX

@article{DBLP:journals/questa/Schmidli04,
  author    = {Hanspeter Schmidli},
  title     = {Asymptotics of Ruin Probabilities for Risk Processes under
               Optimal Reinsurance and Investment Policies: The Large Claim
               Case},
  journal   = {Queueing Syst.},
  volume    = {46},
  number    = {1-2},
  year      = {2004},
  pages     = {149-157},
  ee        = {http://dx.doi.org/10.1023/B:QUES.0000021146.65596.84},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}