Second order corrections for the limits of normalized ruin times in the presence of heavy tails
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Publication:5168875
DOI10.1214/11-SSY054zbMath1300.60108arXiv1112.2543MaRDI QIDQ5168875
Dominik Kortschak, Soren Asmussen
Publication date: 21 July 2014
Full work available at URL: https://arxiv.org/abs/1112.2543
regular variationrisk processPoisson processtransient behaviorstorage processfinite time ruin probability\(\mathrm{M}/\mathrm{G}/1\) queuesecond order subexponentiality
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Cites Work
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