Open AccessSecond Order Corrections for the Limits of Normalized Ruin Times in the Presence of Heavy Tails
Author(s) -
Søren Asmussen,
Dominik Kortschak
Publication year - 2013
Publication title -
stochastic systems
Language(s) - English
Resource type - Journals
ISSN - 1946-5238
DOI - 10.1287/11-ssy054
Subject(s) - mathematics , moment (physics) , poisson distribution , ruin theory , order (exchange) , risk model , rate of convergence , moment generating function , convergence (economics) , first hitting time model , statistics , mathematical analysis , probability density function , physics , computer science , economics , computer network , channel (broadcasting) , finance , classical mechanics , economic growth