Approximations for moments of deficit at ruin with exponential and subexponential claims
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference16 articles.
1. Regular Variation;Bingham,1987
2. The probability and severity of ruin in finite and in infinite time;Dickson;ASTIN Bull.,1992
3. The probability and severity of ruin for combinations of exponential claim amount distributions and their translations;Dufresne;Insurance: Math. Econom.,1988
4. The surpluses immediately before and at ruin, and the amount of the claim causing ruin;Dufresne;Insurance: Math. Econom.,1988
5. Estimates for the probability of ruin with special emphasis on the possibility of large claims;Embrechts;Insurance: Math. Econom.,1982
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