Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (Q3077754)
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scientific article; zbMATH DE number 5855860
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| English | Higher-order expansions for compound distributions and ruin probabilities with subexponential claims |
scientific article; zbMATH DE number 5855860 |
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Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (English)
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22 February 2011
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asymptotic expansions
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subexponential distributions
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compound sums
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ruin theory
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0.8324379920959473
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0.832278311252594
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0.8235519528388977
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0.8094151616096497
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