Estimation of ruin probabilities by means of hazard rates (Q1262683): Difference between revisions

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Latest revision as of 10:40, 20 June 2024

scientific article
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English
Estimation of ruin probabilities by means of hazard rates
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    Estimation of ruin probabilities by means of hazard rates (English)
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    1989
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    non-Cramér case
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    subexponential distributions
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    convolution-equivalent distributions
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    asymptotic behaviour
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    hazard rate
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    claim-size distribution
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    singular point of the moment generating function
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    asymptotic ruin probability
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