Second order behaviour of ruin probabilities in the case of large claims-Reference-Cited by-同舟云学术

Second order behaviour of ruin probabilities in the case of large claims

Published:2005-06 Issue:3 Volume:36 Page:485-498
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Baltru¯nas Aleksandras

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference18 articles.

1. Branching Processes;Athreya,1972

2. Asymptotic ruin probability when exponential moments do not exist;von Bahr;Scand. Actuarial J.,1975

3. Second order behaviour of ruin probabilities;Baltru¯nas;Scand. Actuarial J.,1999

4. Baltru¯nas, A., 1999b. Second-order asymptotics for the ruin probability in the case of very large claims. (Russian, English) Sib. Math. J. 40 (6), 1034–1043; translation from Sib. Mat. Zh. 40 (6), 1226–1235.

5. Baltru¯nas, A., 2002. On a property of subexponential distributions. Lith. Math. J. 42 (4), 315–321(English); translation from Liet. Mat. Rink. 42 (4), 399–407.

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