Pages that link to "Item:Q2464850"
From MaRDI portal
The following pages link to Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (Q2464850):
Displaying 3 items.
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present (Q2018885) (← links)
- Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354) (← links)