Asymptotics for a discrete-time risk model with Gamma-like insurance risks (Q4575366)
From MaRDI portal
scientific article; zbMATH DE number 6903555
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics for a discrete-time risk model with Gamma-like insurance risks |
scientific article; zbMATH DE number 6903555 |
Statements
Asymptotics for a discrete-time risk model with Gamma-like insurance risks (English)
0 references
13 July 2018
0 references
asymptotics
0 references
gamma-like tail
0 references
insurance and financial risks
0 references
finite-time and infinite-time ruin probabilities
0 references
stochastic discounted value of aggregate net losses
0 references
Sarmanov distribution
0 references
0 references
0 references
0 references
0 references