The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance

DOI10.1080/03461230500361943zbMath1144.91026MaRDI QIDQ5430560

Rob Kaas, Marc J. Goovaerts, Raluca Vernic, Roger J. A. Laeven, Qi-he Tang

Publication date: 16 December 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230500361943

zbMATH Keywords

tail probability; asymptotic; Pareto-like distribution; (log)elliptical distribution; (log)normal variance-mean mixed distribution

Mathematics Subject Classification ID

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