The Cramér condition is necessary and sufficient for asymptotically exponential decrease of ruin probability

DOI10.1007/BF02365067MaRDI QIDQ1291202zbMATH OpenFDO

Authors Oleg P. Vinogradov

Publication date 22 November 1999

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02365067

zbMATH Keywords

ruin probabilityCramer-Lundberg approximation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of branching processes (60J85)

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