scientific article; zbMATH DE number 4180619

MaRDI QIDQ3203899zbMATH OpenFDO

Authors Claudia Klüppelberg

Publication date 1990

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)

Recommendations

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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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