Calculation of ruin probabilities for a dense class of heavy tailed distributions
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Publication:4576915
DOI10.1080/03461238.2013.865257zbMath1401.62204OpenAlexW2059423650MaRDI QIDQ4576915
Mogens Bladt, Bo Friis Nielsen, Gennady Samorodnitsky
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/31540
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10) Renewal theory (60K05)
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