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Power estimates for ruin probabilities - MaRDI portal

Power estimates for ruin probabilities (Q5697199)

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scientific article; zbMATH DE number 2214590
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English
Power estimates for ruin probabilities
scientific article; zbMATH DE number 2214590

    Statements

    title
    Power estimates for ruin probabilities (English)
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    author
    Harri Nyrhinen
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    publication date
    17 October 2005
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    zbMATH Keywords
    Ruin probability
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    heavy tails
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    dependence
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    large deviations
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    insurance mathematics
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    cites work
    Q3511290
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    Q4391441
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    Q4343010
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    Q5624436
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    Q4230625
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    Identifiers

    zbMATH DE Number
    2214590
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    OpenAlex ID
    W2014027343
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