On the Distribution of the Surplus Prior and at Ruin (Q5444991)
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scientific article; zbMATH DE number 5241417
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Distribution of the Surplus Prior and at Ruin |
scientific article; zbMATH DE number 5241417 |
Statements
On the Distribution of the Surplus Prior and at Ruin (English)
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27 February 2008
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Ruin, asymptotic distribution, change of measure, Laplace transform, subexponential distribution
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Cramér condition
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generalized Pareto distribution
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maximum domain of attraction
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Gumbel distribution
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