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

DOI10.1007/BF02365067zbMATH Open0978.62100MaRDI QIDQ1291202FDOQ1291202

Oleg P. Vinogradov

Publication date: 22 November 1999

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

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)

Cites Work

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