Second-order asymptotics of ruin probabilities for semiexponential claims

DOI10.1007/s10986-009-9063-7zbMath1182.91088OpenAlexW2000478489MaRDI QIDQ847904

Jonas Šiaulys, Remigijus Leipus, A. K. Aleshkyavichene

Publication date: 19 February 2010

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-009-9063-7

zbMATH Keywords

ruin probabilitysecond-order asymptoticssemiexponential distribution

Mathematics Subject Classification ID

Related Items (1)

Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims

Cites Work

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• A Combinatorial Lemma and Its Application to Probability Theory
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• Large deviation probabilities for random walks with semiexponential distributions

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