Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims (Q1703030)
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scientific article; zbMATH DE number 6845831
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| English | Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims |
scientific article; zbMATH DE number 6845831 |
Statements
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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0.9220543
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0.9091959
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0.89863724
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0.8983689
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0.8938744
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0.8938712
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0.8933326
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