Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails.

DOI10.1016/S0167-6687(02)00189-0zbMath1074.91029MaRDI QIDQ1413376

G. Sh. Tsitsiashvili, Dimitrios G. Konstantinides, Qi-he Tang

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

ruin probabilitysubexponential distributionconstant interest forceclassical risk model

Mathematics Subject Classification ID

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