Authors
DG Konstantinides
Publication date
2008
Journal
J. Numer. Appl. Math
Volume
96
Pages
127-138
Description
In this paper we present a class of heavy tailed distributions which provide simple asymptotes for the ruin probability in the classical risk model under a constant interest force. We examine the properties of this class in comparison with the standard subexponential distributions.
Scholar articles
DG Konstantinides - J. Numer. Appl. Math, 2008