Estimates for the probability of ruin with special emphasis on the possibility of large claims
- 1 January 1982
- journal article
- review article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 1 (1), 55-72
- https://doi.org/10.1016/0167-6687(82)90021-x
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- Subexponential distribution functionsJournal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics, 1980
- Subexponentiality and infinite divisibilityProbability Theory and Related Fields, 1979
- Asymptotic behaviour of Wiener-Hopf factors of a random walkStochastic Processes and their Applications, 1977
- The Class of Subexponential DistributionsThe Annals of Probability, 1975
- Asymptotic ruin probabilities when exponential moments do not existScandinavian Actuarial Journal, 1975
- Functions of probability measuresJournal d'Analyse Mathématique, 1973
- A Remark on a Theorem Due to W. FellerTheory of Probability and Its Applications, 1969
- A Theorem on Sums of Independent Positive Random Variables and Its Applications to Branching Random ProcessesTheory of Probability and Its Applications, 1964
- A combinatorial lemma and its application to probability theoryTransactions of the American Mathematical Society, 1956