Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265)
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scientific article; zbMATH DE number 7554103
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| English | Second order asymptotics for infinite-time ruin probability in a compound renewal risk model |
scientific article; zbMATH DE number 7554103 |
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Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (English)
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7 July 2022
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compound renewal risk model
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infinite-time ruin probability
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second-order asymptotic behavior
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second-order subexponential distribution
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crude Monte Carlo simulation
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0.8750342130661011
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0.8408122062683105
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0.8347657322883606
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0.8284054398536682
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0.8284054398536682
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