Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107): Difference between revisions

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Latest revision as of 10:39, 30 July 2024

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Estimates for the probability of ruin with special emphasis on the possibility of large claims
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    Estimates for the probability of ruin with special emphasis on the possibility of large claims (English)
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    1982
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    large claims
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    Andersen model
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    Poisson model
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    random walk
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    subexponential distributions
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    Wiener-Hopf factors
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    asymptotic behavior of ruin probability
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