Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model

MaRDI QIDQ874849zbMATHFDO

Authors Yebin Cheng, Qihe Tang

Publication date 10 April 2007

Published in Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

ruin probabilitiessubexponential distributionsheavy-tail

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(1)

• Takács' asymptotic theorem and its applications: a survey

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