RESEARCH OF BANKRUPTCY IN CASE OF GREAT PAYMENTS
DOI:
https://doi.org/10.30890/2567-5273.2019-08-03-028Keywords:
the asymptotics of the probability of bankruptcy, “heavy tails”, subexponential distributions, Pareto distribution, Weibull distribution, distribution Bektandera type I and type II, insurance rate, optimal insurance rate, F-model.Abstract
. We present the asymptotics of the probability of bankruptcy in the case of large payments distributed under subexponential laws, in particular in cases of distribution of Pareto (which is assigned by the distribution function ), Weibull distribution,
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