A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION (Q4465302)
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scientific article; zbMATH DE number 2068844
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| English | A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION |
scientific article; zbMATH DE number 2068844 |
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A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION (English)
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27 May 2004
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asymptotics
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heavy tails
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ladder height
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renewal risk model
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ruin probability
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tail probability
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0.8392356634140015
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0.8261046409606934
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0.8225784301757812
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0.8225784301757812
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