The probabilities of absolute ruin in the renewal risk model with constant force of interest
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Publication:3578667
DOI10.1239/jap/1276784894zbMath1194.91094MaRDI QIDQ3578667
Dimitrios G. Konstantinides, Kai Wang Ng, Qi-he Tang
Publication date: 20 July 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1276784894
asymptotics; heavy tail; convolution equivalence; renewal risk model; absolute ruin; constant force of interest
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