Second order behaviour of ruin probabilities in the case of large claims (Q882874)
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scientific article; zbMATH DE number 5156977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order behaviour of ruin probabilities in the case of large claims |
scientific article; zbMATH DE number 5156977 |
Statements
Second order behaviour of ruin probabilities in the case of large claims (English)
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24 May 2007
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Insurance risk
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Poisson model
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Ruin probability
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Subexponential distributions
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Integrated tail
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0.9748874
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0.94287825
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0.93785274
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0.92444897
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0.9061352
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0.90602255
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