An asymptotic relationship for ruin probabilities under heavy-tailed claims (Q2503787): Difference between revisions
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Latest revision as of 07:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic relationship for ruin probabilities under heavy-tailed claims |
scientific article |
Statements
An asymptotic relationship for ruin probabilities under heavy-tailed claims (English)
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22 September 2006
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Cramér-Lundberg model
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geometric sums
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heavy-tailed distribution
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ladder height
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