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Ruin probabilities under general investments and heavy-tailed claims - MaRDI portal

Ruin probabilities under general investments and heavy-tailed claims (Q483712)

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Ruin probabilities under general investments and heavy-tailed claims
scientific article

    Statements

    title
    Ruin probabilities under general investments and heavy-tailed claims (English)
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    author
    Henrik Hult
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    Filip Lindskog
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    publication date
    17 December 2014
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    zbMATH Keywords
    ruin probabilities
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    heavy tails
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    large deviations
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60F10
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    60G48
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    60G70
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    60H20
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    60H30
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    zbMATH DE Number
    6381316
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    OpenAlex ID
    W2118567744
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    arXiv ID
    0809.4372
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