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

zbMATH Open1108.62107MaRDI QIDQ874849FDOQ874849

Qihe Tang, Yebin Cheng

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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