The Cramér condition is necessary and sufficient for asymptotically exponential decrease of ruin probability
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Publication:1291202
DOI10.1007/BF02365067zbMath0978.62100MaRDI QIDQ1291202
Publication date: 22 November 1999
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of branching processes (60J85)
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