Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims
Jianxi Lin
| Year of publication: |
2012
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|---|---|
| Authors: | Lin, Jianxi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 2, p. 422-429
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| Subject: | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model | Insolvenz | Insolvency | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009672174