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heavy-tailed claim amounts
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Asymptotic
Finite-Time
Ruin
Probabilities
for a Class of Path-Dependent Heavy-Tailed Claim Amounts Using Poisson Spacings
Biard, Romain
;
Lefèvre, Claude
;
Loisel, Stéphane
; …
-
HAL
-
2011
, for large initial reserves, the asymptotic
finite-time
ruin
probabilities
of the company when the claim sizes have a heavy …
Persistent link: https://www.econbiz.de/10008790638
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