Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model

DOI10.1007/s10687-008-0057-3zbMath1164.60006MaRDI QIDQ1003329

Remigijus Leipus, A. K. Aleshkyavichene, Jones Šiaulus

Publication date: 28 February 2009

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-008-0057-3

zbMATH Keywords

regular variation; ruin probability; sum of random number of random variables

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60F05: Central limit and other weak theorems