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- W2126347166 abstract "The Sparre-Andersen model in the collective risk theory is investigated. Assuming that the claim-size is heavy-tailed, say subexponential, the second order asymptotic behaviour of ruin probabilities is obtained." @default.
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- W2126347166 date "1999-01-01" @default.
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- W2126347166 title "Second Order Behaviour of Ruin Probabilities" @default.
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- W2126347166 doi "https://doi.org/10.1080/03461239950132615" @default.
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