Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475)
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scientific article; zbMATH DE number 5156671
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes |
scientific article; zbMATH DE number 5156671 |
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Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (English)
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23 May 2007
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insurance risk
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ruin probability
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Sparre Andersen model
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subexponential distribution
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large deviations
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