Some asymptotic results for transient random walks with applications to insurance risk (Q2731155)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some asymptotic results for transient random walks with applications to insurance risk |
scientific article |
Statements
Some asymptotic results for transient random walks with applications to insurance risk (English)
0 references
21 April 2002
0 references
heavy-tailed step distribution
0 references
asymptotic behavior
0 references
first passage time
0 references
ruin probability
0 references