ASYMPTOTIC ORDERING OF RISKS AND RUIN PROBABILITIES

被引：2
|
作者：
KLUPPELBERG, C
机构：
[1] ETH-Zürich, Zürich
来源：
INSURANCE MATHEMATICS & ECONOMICS | 1993年 / 12卷 / 03期
关键词：
ORDERING OF RISKS; RUIN PROBABILITY; LARGE CLAIM DISTRIBUTIONS;
D O I：
10.1016/0167-6687(93)90237-J
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
We introduce asymptotic orderings of distributions which imply orderings of ruin probabilities in the range of the Cramer case through some intermediate cases to large claims distributions. This allows to give bounds for ruin probabilities where it is not possible to give exact estimates.
引用
收藏
页码：259 / 264
页数：6
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