Article citationsMore>>

Lin, J. (2012) Second Order Asymptotics for Ruin Probabilities in a Renewal Risk Model with Heavy-Tailed Claims. Insurance: Mathematics and Economics, 51, 422-429.
https://doi.org/10.1016/j.insmatheco.2012.07.001

has been cited by the following article:

• TITLE: The Convergence Rate of Fréchet Distribution under the Second-Order Regular Variation Condition

  AUTHORS: Xilai Dai

  KEYWORDS: Convergence Rate, Second-Order Regular Variation Condition, Fréchet Distribution, Extreme Value Index

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.12 No.5, May 9, 2024

  ABSTRACT: In this article we consider the asymptotic behavior of extreme distribution with the extreme value index γ>0 . The rates of uniform convergence for Fréchet distribution are constructed under the second-order regular variation condition.