Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (Q904702)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6529740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices |
scientific article; zbMATH DE number 6529740 |
Statements
Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices (English)
0 references
13 January 2016
0 references
insurance mathematics
0 references
ruin theory
0 references
moment index
0 references
perpetuity
0 references
heavy tailed
0 references
0 references
0 references
0.8304741382598877
0 references
0.8289947509765625
0 references
0.8249098658561707
0 references
0.8233519792556763
0 references
