Second Order Behaviour of Ruin Probabilities (Q4512137)
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scientific article; zbMATH DE number 1524245
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Second Order Behaviour of Ruin Probabilities |
scientific article; zbMATH DE number 1524245 |
Statements
Second Order Behaviour of Ruin Probabilities (English)
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1 November 2000
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insurance risk
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integrated tail
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random walk
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ruin probability
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subexponential distribution
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Wiener-Hopf factors
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0.901400625705719
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0.8757399320602417
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0.8713096976280212
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0.8560379147529602
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