Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875)
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scientific article; zbMATH DE number 6318824
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| English | Second order corrections for the limits of normalized ruin times in the presence of heavy tails |
scientific article; zbMATH DE number 6318824 |
Statements
21 July 2014
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second order subexponentiality
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regular variation
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finite time ruin probability
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Poisson process
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risk process
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transient behavior
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\(\mathrm{M}/\mathrm{G}/1\) queue
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storage process
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0.9168841
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0.91173255
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0.9029077
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0.8979751
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0.89329267
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0.89208424
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0.8876416
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0.8875975
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