Extremal Subexponentiality in Ruin Probabilities (Q3098927)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Extremal Subexponentiality in Ruin Probabilities
scientific article

    Statements

    Extremal Subexponentiality in Ruin Probabilities (English)
    0 references
    18 November 2011
    0 references
    ergodicity condition
    0 references
    explosive behavior
    0 references
    heavy-tailed distributions
    0 references
    heavytailedness parameters
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references