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

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