Second-order asymptotics of ruin probabilities for semiexponential claims
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10986-009-9063-7.pdf
Reference17 articles.
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3. A. Baltrūnas, Second-order asymptotics for the ruin probability in the case of very large claims, Sib. Math. J., 40:1034–1043, 1999.
4. A. Baltrūnas, Second order behaviour of ruin probabilities, Scand. Actuarial J., 1999(2):120–133, 1999.
5. A. Baltrūnas, Second order behaviour of ruin probabilities in the case of large claims, Insur. Math. Econ., 36:485–498, 2005.
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