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Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model - MaRDI portal

Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model

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Publication:874849

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zbMath1108.62107MaRDI QIDQ874849

Qi-he Tang, Ye Bin Cheng

Publication date: 10 April 2007

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

subexponential distributions ruin probabilities heavy-tail

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32)

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