Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
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Publication:904702
DOI10.1007/S10959-014-0547-YzbMath1358.60028arXiv1303.0522OpenAlexW3103178800MaRDI QIDQ904702
Publication date: 13 January 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.0522
Probability distributions: general theory (60E05) General theory of stochastic processes (60G07) Renewal theory (60K05)
Related Items (4)
Interplay of subexponential and dependent insurance and financial risks ⋮ Interplay of insurance and financial risks in a stochastic environment ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions ⋮ Random difference equations with subexponential innovations
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