On asymptotics of deficit distribution and its moments at the time of ruin
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Publication:619344
DOI10.1007/s10986-010-9067-3zbMath1203.91109MaRDI QIDQ619344
Publication date: 24 January 2011
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-010-9067-3
random walk; ruin probability; asymptotic results; ladder heights; insurance risk; deficit at ruin; distribution and moments of the deficit
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