Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails

zbMath1078.60074MaRDI QIDQ2574668

Tao Jiang, Yiqing Chen

Publication date: 30 November 2005

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

zbMATH Keywords

heavy-tailed distributionruin probabilitygeometric sumsladder height

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (2)

Second order asymptotics for ruin probabilities of the delayed renewal risk model with heavy-tailed claims ⋮ A local asymptotic behavior for ruin probability in the renewal risk model

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