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Survival probability in a risk model under heavy-tailed claims - MaRDI portal

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Survival probability in a risk model under heavy-tailed claims (Q2858334)

From MaRDI portal





scientific article; zbMATH DE number 6229567
Language Label Description Also known as
English
Survival probability in a risk model under heavy-tailed claims
scientific article; zbMATH DE number 6229567

    Statements

    author
    Xiuchun Bi
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    Shuguang Zhang
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    Rong Li
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    publication date
    19 November 2013
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    zbMATH Keywords
    ruin probability
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    renewal risk model
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    heavy-tailed distribution
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    title
    Survival probability in a risk model under heavy-tailed claims (English)
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60K10
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    62P05
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    60F10
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    zbMATH DE Number
    6229567
    0 references
     
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