On asymptotics of deficit distribution and its moments at the time of ruin (Q619344): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10986-010-9067-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2100392656 / rank | |||
Normal rank |
Revision as of 18:08, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On asymptotics of deficit distribution and its moments at the time of ruin |
scientific article |
Statements
On asymptotics of deficit distribution and its moments at the time of ruin (English)
0 references
24 January 2011
0 references
asymptotic results
0 references
random walk
0 references
insurance risk
0 references
ruin probability
0 references
ladder heights
0 references
deficit at ruin
0 references
distribution and moments of the deficit
0 references