scientific article; zbMATH DE number 4180619

zbMATH Open0716.62104MaRDI QIDQ3203899FDOQ3203899

Authors: Claudia Klüppelberg 

Publication date: 1990

Title of this publication is not available (Why is that?)

Recommendations

• Estimation of ruin probabilities by means of hazard rates
• The asymptotic behavior of the ruin probability within a random horizon
• The asymptotic behavior for the ruin probability in the classical risk model
• A note on an asymptotic formula for the ruin probability
• Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes

zbMATH Keywords

Pareto distributionWeibull distributionasymptotic behaviourhazard ratelognormal distributionclaimsize distributionasymptotic ruin probabilitysubexponential density function

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (10)

• Estimation of ruin probabilities by means of hazard rates
• Improved Asymptotics for Ruin Probabilities
• Asymptotic expansions and hazard rates for compound and first-passage distributions
• The asymptotic behavior of the ruin probability within a random horizon
• Of happy and hapless regulators: the asymptotics of ruin.
• An asymptotic expression for the probability of ruin within finite time
• A note on an asymptotic formula for the ruin probability
• On asymptotic equivalence among the solutions of some defective renewal equations
• Asymptotics for the solutions to defective renewal equations
• Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments

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