| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076928 | Insurance: Mathematics and Economics | 2012 | 8 Pages |
Abstract
⺠We consider a renewal risk model with heavy-tailed claims. ⺠Second order asymptotics of ruin probabilities is established. ⺠A necessary and sufficient condition for the second order relation is provided. ⺠The sufficient condition on the claim size distribution is rather general.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jianxi Lin,