Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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Publication:5430548
DOI10.1080/03461230510006982zbMath1144.91030MaRDI QIDQ5430548
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://spectrum.library.concordia.ca/6657/1/9_04_Tang.pdf
constant interest force; renewal model; asymptotic ruin probabilities; regularly varying tailed claims
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G50: Sums of independent random variables; random walks
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Cites Work
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