Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
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Publication:5039802
DOI10.1080/03610926.2021.1875244OpenAlexW3128694965MaRDI QIDQ5039802
Publication date: 4 October 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1875244
ruin probabilityladder heightsequilibrium distributionrenewal risk modeldeficit at ruinaging properties
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Cites Work
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