Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation
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Publication:5430548
DOI10.1080/03461230510006982zbMath1144.91030OpenAlexW2153472051MaRDI 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
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50)
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Cites Work
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