Estimation of ruin probabilities by means of hazard rates
- 1 December 1989
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 8 (4) , 279-285
- https://doi.org/10.1016/0167-6687(89)90003-6
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Subexponential distributions and characterizations of related classesProbability Theory and Related Fields, 1989
- Ruin estimates for large claimsInsurance: Mathematics and Economics, 1988
- Subexponential distributions and integrated tailsJournal of Applied Probability, 1988
- A property of the generalized inverse Gaussian distribution with some applicationsJournal of Applied Probability, 1983
- Estimates for the probability of ruin with special emphasis on the possibility of large claimsInsurance: Mathematics and Economics, 1982