Estimates for the probability of ruin with special emphasis on the possibility of large claims (Q1054107)
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scientific article; zbMATH DE number 3820958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates for the probability of ruin with special emphasis on the possibility of large claims |
scientific article; zbMATH DE number 3820958 |
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Estimates for the probability of ruin with special emphasis on the possibility of large claims (English)
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1982
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large claims
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Andersen model
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Poisson model
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random walk
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subexponential distributions
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Wiener-Hopf factors
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asymptotic behavior of ruin probability
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