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- W5579517 abstract "This paper investigates the tail asymptotic behavior of the severity of ruin (the deficit at ruin) in the renewal model. Under the assumption that the tail probability of the claimsize is dominatedly varying, a uniform asymptotic formula for the tail probability of the deficit at ruin is obtained." @default.
- W5579517 created "2016-06-24" @default.
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- W5579517 date "2003-11-01" @default.
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- W5579517 title "A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION" @default.
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- W5579517 doi "https://doi.org/10.4134/bkms.2003.40.4.663" @default.
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