Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model

DOI10.1080/03610926.2021.1875244MaRDI QIDQ5039802zbMATH OpenOpenAlexFDO

Authors Georgios Psarrakos

Publication date 4 October 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1875244

zbMATH Keywords

ruin probabilitydeficit at ruinrenewal risk modelequilibrium distributionaging propertiesladder heights

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites work

• scientific article; zbMATH DE number 1249326 (Why is no real title available?)
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Cited in

(1)

• Lamb waves in functionally graded magnetoelectric microplates with different boundary conditions

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