Ruin estimates for large claims
From MaRDI portal
Publication:1116613
DOI10.1016/0167-6687(88)90084-4zbMath0666.62098MaRDI QIDQ1116613
Paul Embrechts, José A. Villaseñor
Publication date: 1988
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(88)90084-4
concavity; Cramér-Lundberg model; large claims; probability of ruin; claimsize distribution; claimsize models; condition of sub-exponentiality; Cramér estimate; ruin estimates
62P05: Applications of statistics to actuarial sciences and financial mathematics
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