An asymptotic relationship for ruin probabilities under heavy-tailed claims

zbMath1098.62568MaRDI QIDQ2503787

Qi-he Tang

Publication date: 22 September 2006

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed distributiongeometric sumsCramér-Lundberg modelladder height

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

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