On asymptotics of deficit distribution and its moments at the time of ruin (Q619344): Difference between revisions

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-A. K. Aleshkyavichene
@@ Property / author: A. K. Aleshkyavichene / rank @@
-Normal rank
@@ Property / author @@
+A. K. Aleshkyavichene
@@ Property / author: A. K. Aleshkyavichene / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-010-9067-3
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@@ Property / OpenAlex ID @@
+W2100392656
@@ Property / OpenAlex ID: W2100392656 / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence of moments of ladder heights
@@ Property / cites work: On the existence of moments of ladder heights / rank @@
+Normal rank
@@ Property / cites work @@
+Q4082108
@@ Property / cites work: Q4082108 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Analysis of Random Walks
@@ Property / cites work: Asymptotic Analysis of Random Walks / rank @@
+Normal rank
@@ Property / cites work @@
+Approximations for moments of deficit at ruin with exponential and subexponential claims.
+Normal rank
@@ Property / cites work @@
+Estimates for the probability of ruin with special emphasis on the possibility of large claims
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@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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@@ Property / cites work @@
+The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
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@@ Property / cites work @@
+The overshoot of a random walk with negative drift
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