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Can I read 092028 (M13) Continuity of ruin probabilities : Kalashnikov V., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 141, 1996 on EtoBox?
092028 (M13) Continuity of ruin probabilities : Kalashnikov V., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 141, 1996 is a Economics, Econometrics and Finance article available to read on EtoBox.
What is 092028 (M13) Continuity of ruin probabilities : Kalashnikov V., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 141, 1996 about?
Upper and lower bounds of the distribution function of a geometric sum with heavy-tailed summands are proposed. These bounds can serve as bounds of the ruin probability. Their accuracy is illustrated by numerical examples.
Who reads 092028 (M13) Continuity of ruin probabilities : Kalashnikov V., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 141, 1996?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6687)
- Published
- 1997
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)