Risk models with extremal subexponentiality

zbMATH Open1272.91065MaRDI QIDQ367563FDOQ367563

Authors: Dimitrios G. Konstantinides 

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

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zbMATH Keywords

normal approximationPoisson distributionCornish-Fisher expansion\(u\) chart

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05)

Cited In (6)

• Title not available (Why is that?)
• Sensitivity of the stability bound for ruin probabilities to claim distributions
• A kind of distributions
• Quality of the approximation of ruin probabilities regarding to large claims
• Model spaces for risk measures
• Extremal subexponentiality in ruin probabilities

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