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2007 Volume 18 >
| Title: | Upper and Lower Bounds for Ruin Probability |
| Authors: | Pancheva, E.
Volkovich, Z.
Morozensky, L. |
| Keywords: | compound extremal processes
α-stable approximation
ruin probability |
| Issue Date: | 2007 |
| Publisher: | Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Citation: | Pliska Studia Mathematica Bulgarica, Vol. 18, No 1, (2007), 315p-326p |
| Abstract: | In this note we discuss upper and lower bound for the ruin probability in an insurance model with very heavy-tailed claims and interarrival times. |
| URI: | http://hdl.handle.net/10525/2264 |
| ISSN: | 0204-9805 |
| Appears in Collections: | 2007 Volume 18
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