On asymptotics of deficit distribution and its moments at the time of ruin (Q619344)

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scientific article; zbMATH DE number 5840732
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English
On asymptotics of deficit distribution and its moments at the time of ruin
scientific article; zbMATH DE number 5840732

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    On asymptotics of deficit distribution and its moments at the time of ruin (English)
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    24 January 2011
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    asymptotic results
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    random walk
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    insurance risk
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    ruin probability
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    ladder heights
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    deficit at ruin
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    distribution and moments of the deficit
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