Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (Q2574612)
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| Language | Label | Description | Also known as |
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| English | Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. |
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Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (English)
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29 November 2005
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asymptotics
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dominated variation
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Matuszewska indices
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moment index
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ruin probability
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subexponentiality
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