Estimation of ruin probabilities by means of hazard rates (Q1262683): Difference between revisions
From MaRDI portal
Latest revision as of 10:40, 20 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of ruin probabilities by means of hazard rates |
scientific article |
Statements
Estimation of ruin probabilities by means of hazard rates (English)
0 references
1989
0 references
non-Cramér case
0 references
subexponential distributions
0 references
convolution-equivalent distributions
0 references
asymptotic behaviour
0 references
hazard rate
0 references
claim-size distribution
0 references
singular point of the moment generating function
0 references
asymptotic ruin probability
0 references
0 references