Second Order Behaviour of Ruin Probabilities (Q4512137): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461239950132615 / rank
 
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Latest revision as of 16:03, 30 May 2024

scientific article; zbMATH DE number 1524245
Language Label Description Also known as
English
Second Order Behaviour of Ruin Probabilities
scientific article; zbMATH DE number 1524245

    Statements

    Second Order Behaviour of Ruin Probabilities (English)
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    1 November 2000
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    insurance risk
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    integrated tail
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    random walk
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    ruin probability
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    subexponential distribution
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    Wiener-Hopf factors
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    Identifiers