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
scientific article
Language | Label | Description | Also known as |
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English | Estimates for the probability of ruin with special emphasis on the possibility of large claims |
scientific article |
Statements
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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