Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (Q2445354)
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| Language | Label | Description | Also known as |
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| English | Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims |
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Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims (English)
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14 April 2014
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heavy-tailed distributions
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convergence rate
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ruin probability
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renewal risk model
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ladder height
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random walk
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