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On necessary and sufficient conditions for approximations of ruin probabilities 2004 (English)Conference paper, Oral presentation with published abstract (Other academic)

Abstract [en]

Necessary and sufficient condition for diffusion and stable approximation of ruin probabilities for risk processes are formulated

Place, publisher, year, edition, pages

2004. p. 93-

Keywords [en]

risk process, ruin probability, diffusion approximation, stable approximation

National Category

Mathematics

Identifiers

URN: urn:nbn:se:mdh:diva-3392OAI: oai:DiVA.org:mdh-3392DiVA, id: diva2:116056

Conference

6th World Congress of Bernoulli Society for Mathematical Statistics and Probability, Barcelona, July 26--31 2004

Available from: 2008-03-04 Created: 2008-03-04 Last updated: 2025-10-10Bibliographically approved

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Silvestrov, D.

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Silvestrov, D.

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Department of Mathematics and Physics

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Mathematics

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