A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
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Publication:938042
DOI10.1016/J.INSMATHECO.2008.03.009zbMath1142.62090OpenAlexW2157525022MaRDI QIDQ938042
Publication date: 18 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.03.009
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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