Bounds for Ruin Probabilities in the Presence of Large Claims and their Comparison [Author's Reply]

Abstract
[Author's Reply Begins on Page 14 of PDF.]
Volume
3:2
Page
129
Year
1999
Categories
Financial and Statistical Methods
Loss Distributions
Extreme Values
Actuarial Applications and Methodologies
Dynamic Risk Modeling
Solvency Analysis
Financial and Statistical Methods
Extreme Event Modeling
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Financial and Statistical Methods
Statistical Models and Methods
Publications
North American Actuarial Journal
Authors
Vladimir Kalashnikov