| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9552843 | Insurance: Mathematics and Economics | 2005 | 14 Pages |
Abstract
In this paper, we consider the classical risk model. Assuming that the claim-size is heavy-tailed, say, subexponential, under simple conditions the second order asymptotic behaviour of ruin probabilities is obtained.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Aleksandras Baltru¯nas,