Upper and Lower Bounds for Ruin Probability
| Data(s) |
24/01/2014
24/01/2014
2007
|
|---|---|
| Resumo |
In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 18, No 1, (2007), 315p-326p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #compound extremal processes #α-stable approximation #ruin probability |
| Tipo |
Article |
