Estimation of ruin probabilities by means of hazard rates (Q1262683)
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scientific article; zbMATH DE number 4124868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of ruin probabilities by means of hazard rates |
scientific article; zbMATH DE number 4124868 |
Statements
Estimation of ruin probabilities by means of hazard rates (English)
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1989
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non-Cramér case
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subexponential distributions
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convolution-equivalent distributions
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asymptotic behaviour
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hazard rate
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claim-size distribution
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singular point of the moment generating function
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asymptotic ruin probability
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