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- W2005656478 abstract "We compare 12 different approximations of ruin probability in infinite time studying typical light- and heavy-tailed claim size distributions, namely exponential, mixture of exponentials, gamma, lognormal, Weibull, loggamma, Pareto and Burr. We show tha" @default.
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- W2005656478 date "2005-01-01" @default.
- W2005656478 modified "2023-10-17" @default.
- W2005656478 title "What is the best approximation of ruin probability in infinite time?" @default.
- W2005656478 doi "https://doi.org/10.4064/am32-2-4" @default.
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