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• W1991489650 abstract "In this paper, we establish the second order asymptotics of ruin probabilities of a renewal risk model under the condition that the equilibrium distribution of claim sizes belongs to a rather general heavy-tailed distribution subclass—the class of second order subexponential distributions with finite mean. What is more, this requirement is proved to be necessary. Furthermore, a rather general sufficient condition on the claim size distribution itself is presented. Moreover, an extension to the case of random walk is also included." @default.
• W1991489650 created "2016-06-24" @default.
• W1991489650 creator A5004818984 @default.
• W1991489650 date "2012-09-01" @default.
• W1991489650 modified "2023-10-18" @default.
• W1991489650 title "Second order asymptotics for ruin probabilities in a renewal risk model with heavy-tailed claims" @default.
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• W1991489650 doi "https://doi.org/10.1016/j.insmatheco.2012.07.001" @default.
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