Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims |
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Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (English)
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1 March 2018
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Cramér-Lundberg model
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Pareto distribution
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scale function
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ruin-related quantities
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heavy-tailed distributions
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