Schmidli H.

H. Schmidli

Information about the author H. Schmidli will soon be added to the site.
Found 2 papers in total
Modelling of extremal events in insurance and finance
1994
Extremal events play an increasingly important role in stochastic modelling in...
Diffusion approximations for a risk process with the possibility of borrowing and investment
1994
A diffusion approximation is constructed for an insurance risk model which was...
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