A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION
DOI10.4134/BKMS.2003.40.4.663zbMATH Open1046.62115OpenAlexW5579517MaRDI QIDQ4465302FDOQ4465302
Authors: Qihe 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
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Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cited In (6)
- Random walks with non-convolution equivalent increments and their applications
- The overshoot of a random walk with negative drift
- The uniform asymptotics of the overshoot of a random walk with light-tailed increments
- The deficit at ruin in the Sparre Andersen model with interest
- The Uniform Local Asymptotics of the Overshoot of a Random Walk with Heavy-Tailed Increments
- Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments
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