Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366)

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scientific article; zbMATH DE number 6903555
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    Asymptotics for a discrete-time risk model with Gamma-like insurance risks
    scientific article; zbMATH DE number 6903555

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      Asymptotics for a discrete-time risk model with Gamma-like insurance risks (English)
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      13 July 2018
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      asymptotics
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      gamma-like tail
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      insurance and financial risks
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      finite-time and infinite-time ruin probabilities
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      stochastic discounted value of aggregate net losses
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      Sarmanov distribution
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