Ruin probabilities in the presence of heavy-tails and interest rates (Q4235013)
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scientific article; zbMATH DE number 1266735
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| English | Ruin probabilities in the presence of heavy-tails and interest rates |
scientific article; zbMATH DE number 1266735 |
Statements
Ruin probabilities in the presence of heavy-tails and interest rates (English)
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25 March 1999
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ruin probability
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heavy tails
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interest rate model
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regular variation
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Abel-Tauber theorems
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modified Laplace transforms
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0.8905808329582214
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0.8756517767906189
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0.8742727637290955
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0.8608618974685669
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