A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION

DOI10.4134/BKMS.2003.40.4.663zbMath1046.62115OpenAlexW5579517MaRDI QIDQ4465302

Qi-he Tang

Publication date: 27 May 2004

Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4134/bkms.2003.40.4.663

zbMATH Keywords

asymptoticstail probabilityheavy tailsruin probabilityrenewal risk modelladder height

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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