Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472): Difference between revisions

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-.1002/asmb.747
@@ Property / DOI: 10.1002/asmb.747 / rank @@
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+https://doi.org/10.1002/asmb.747
@@ Property / full work available at URL: https://doi.org/10.1002/asmb.747 / rank @@
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+W4234149104
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@@ Property / cites work @@
+Approximations for the probability of ruin within finite time
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@@ 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 @@
+Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation
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+Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
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@@ Property / cites work @@
+Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
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@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
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+Submultiplicative moments of the supremum of a random walk with negative drift
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@@ Property / cites work @@
+Q3860551
@@ Property / cites work: Q3860551 / rank @@
+Normal rank
@@ Property / cites work @@
+Precise large deviation results for the total claim amount under subexponential claim sizes
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@@ Property / DOI @@
+.1002/ASMB.747
@@ Property / DOI: 10.1002/ASMB.747 / rank @@
+Normal rank