On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims (Q1885183)
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scientific article; zbMATH DE number 2111410
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| English | On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims |
scientific article; zbMATH DE number 2111410 |
Statements
On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims (English)
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28 October 2004
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delayed renewal risk model
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\(\varphi\)-moment
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ruin probabilities
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subexponential class
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tail equivalence
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0.8728834986686707
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0.8630115985870361
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0.852608323097229
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