A local asymptotic behavior for ruin probability in the renewal risk model
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Publication:3610426
DOI10.1007/s11859-006-0076-3zbMath1174.91503OpenAlexW2368168240MaRDI QIDQ3610426
Hu, Yijun, Ruixing Ming, Diarra Modibo
Publication date: 6 March 2009
Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11859-006-0076-3
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Cites Work
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- Subexponential distributions and characterizations of related classes
- Asymptotics for sums of random variables with local subexponential behaviour
- A local limit theorem for random walk maxima with heavy tails
- On distribution tail of the maximum of a random walk
- A local limit theorem for the probability of ruin
- An asymptotic relationship for ruin probabilities under heavy-tailed claims
- Local asymptotic behavior of the survival probability of the equilibrium renewal model with heavy tails
- Subexponential distributions and integrated tails
- Applied Probability and Queues
- The closure of a local subexponential distribution class under convolution roots, with applications to the compound Poisson process
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