Second Order Behaviour of Ruin Probabilities (Q4512137): Difference between revisions
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| Property / cites work: Estimates for the probability of ruin with special emphasis on the possibility of large claims / rank | |||
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| Property / cites work: Q5624436 / rank | |||
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| Property / cites work: Subexponential distributions and integrated tails / rank | |||
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| Property / cites work: Theory prob. appl. / rank | |||
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| Property / cites work: Asymptotic behaviour of Wiener-Hopf factors of a random walk / rank | |||
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| Property / cites work: The structure of the class of subexponential distributions / 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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