Extremal Subexponentiality in Ruin Probabilities (Q3098927)

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Extremal Subexponentiality in Ruin Probabilities
scientific article

    Statements

    title
    Extremal Subexponentiality in Ruin Probabilities (English)
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    publication date
    18 November 2011
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    zbMATH Keywords
    ergodicity condition
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    explosive behavior
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    heavy-tailed distributions
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    heavytailedness parameters
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    62E20
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    91B70
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    62G32
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    zbMATH DE Number
    5975458
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    OpenAlex ID
    W1971476511
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