Sensitivity of the stability bound for ruin probabilities to claim distributions (Q2176368)
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scientific article; zbMATH DE number 7196063
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| English | Sensitivity of the stability bound for ruin probabilities to claim distributions |
scientific article; zbMATH DE number 7196063 |
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Sensitivity of the stability bound for ruin probabilities to claim distributions (English)
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4 May 2020
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risk model
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approximation
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ruin probability
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strong stability
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heavy-tailed distributions
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0.8878641724586487
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0.8698419332504272
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0.8051444292068481
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0.795167863368988
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0.7939379811286926
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