Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims
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Publication:511062
DOI10.1007/s10255-012-0121-2zbMath1355.91049OpenAlexW2111259559MaRDI QIDQ511062
Publication date: 14 February 2017
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-012-0121-2
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Cites Work
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- Estimation of ruin probabilities by means of hazard rates
- Non-Poissonian claims' arrivals and calculation of the probability of ruin
- Functions of probability measures
- On the Constant in the Definition of Subexponential Distributions
- The Time Value of Ruin in a Sparre Andersen Model
- On the Time Value of Ruin
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