scientific article; zbMATH DE number 1166246

MaRDI QIDQ4396544zbMATH OpenFDO

Authors

Publication date 2 December 1998

zbMATH Keywords

geometric sumheavy-tailed distributionruin estimationruin probability

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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