Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model (Q874849)
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scientific article; zbMATH DE number 5141455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model |
scientific article; zbMATH DE number 5141455 |
Statements
Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model (English)
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10 April 2007
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heavy-tail
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ruin probabilities
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subexponential distributions
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0.8065434694290161
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0.8033602833747864
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0.7844343781471252
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0.7789311408996582
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