Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447)
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scientific article
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| English | Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes |
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Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (English)
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22 July 2020
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finite-time ruin probabilities
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large deviations
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heavy tails
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large-claim reinsurance
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ECOMOR
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0.8257474899291992
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0.8210200071334839
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0.8151018619537354
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