Large deviations results for subexponential tails, with applications to insurance risk
type: Item
instance of: scholarly article
title: Large deviations results for subexponential tails, with applications to insurance risk
zbMATH Open document ID: 0879.60020
DOI: 10.1016/S0304-4149(96)00087-7
published in: Stochastic Processes and their Applications
publication date: 1997-12-10T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 1095921
zbMATH Keywords: conditioned limit theorem
zbMATH Keywords: downwards skip-free process
zbMATH Keywords: excursion
zbMATH Keywords: extreme value theory
zbMATH Keywords: insurance risk
zbMATH Keywords: integrated tail
zbMATH Keywords: maximum domain of attraction
zbMATH Keywords: path decomposition
zbMATH Keywords: random walk
zbMATH Keywords: regular variation
zbMATH Keywords: ruin probability
zbMATH Keywords: subexponential distribution
zbMATH Keywords: total variation convergence
author: Søren Asmussen
author: Claudia Klüppelberg
MaRDI profile type: Publication
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full work available at URL: s0304-4149(96)00087-7
OpenAlex ID: W1994145980
description: scientific article; zbMATH DE number 1095921