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Second-order tail asymptotis of deflated risks

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2014
Author Hashorva E., Ling C., Peng Z.,
Project Extremal Behaviour of Random Scaling Models
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Original article (peer-reviewed)

Journal Insurance: Mathematics & Economics
Volume (Issue) 56
Page(s) 88 - 101
Title of proceedings Insurance: Mathematics & Economics
DOI 10.1016/j.insmatheco.2014.04.003