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Dal'nevostochnyi Matematicheskii Zhurnal, 2001, Volume 2, Number 1, Pages 68–76 (Mi dvmg91)  
This article is cited in 1 scientific paper (total in 1 paper)

Supertails in risk theory

G. Sh. Tsitsiashvilia, D. G. Konstantinidisb

a Institute of Applied Mathematics, Far-Eastern Branch of the Russian Academy of Sciences
b University of the Aegean
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Abstract: The parameter of heaviness of claim distribution tail is introduced. The ruin probility behaviour when the parameter of heaviness tends to limit is studied. The most popular distribution families are examined.
Received: 14.02.2001
Document Type: Article
UDC: 517.977
MSC: 60K25
Language: Russian
Citation: G. Sh. Tsitsiashvili, D. G. Konstantinidis, “Supertails in risk theory”, Dal'nevost. Mat. Zh., 2:1 (2001), 68–76
Citation in format AMSBIB
\Bibitem{TsiKon01}
\by G.~Sh.~Tsitsiashvili, D.~G.~Konstantinidis
\paper Supertails in risk theory
\jour Dal'nevost. Mat. Zh.
\yr 2001
\vol 2
\issue 1
\pages 68--76
\mathnet{http://mi.mathnet.ru/dvmg91}
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  • https://www.mathnet.ru/eng/dvmg/v2/i1/p68
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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