A new class of large claim size distributions: definition, properties, and ruin theory (Q888489)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A new class of large claim size distributions: definition, properties, and ruin theory
scientific article

    Statements

    A new class of large claim size distributions: definition, properties, and ruin theory (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    30 October 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    heavy-tailed distributions
    0 references
    random walks
    0 references
    ruin theory
    0 references
    subexponential distribution
    0 references
    0 references
    0 references