Pages that link to "Item:Q5168875"
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The following pages link to Second order corrections for the limits of normalized ruin times in the presence of heavy tails (Q5168875):
Displaying 5 items.
- Rates in approximations to ruin probabilities for heavy-tailed distributions (Q1848522) (← links)
- Second order asymptotics for infinite-time ruin probability in a compound renewal risk model (Q2152265) (← links)
- On corrected phase-type approximations of the time value of ruin with heavy tails (Q2291759) (← links)
- (Q3571729) (← links)
- On Exceedance Times for Some Processes with Dependent Increments (Q5416546) (← links)