Distributions with Heavy Tails in Orlicz Spaces |
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Authors: | Dimitrios G Konstantinides Christos E Kountzakis |
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Institution: | 1.Department of Mathematics,University of the Aegean,Karlovassi, Samos,Greece |
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Abstract: | This paper relies on the application of Kantorovich functionals on quasi-interior points of the positive cone for certain classes of Orlicz spaces. Particularly we provide the asymptotic calculation of the ruin probability in the renewal risk model under heavy-tailed claims in the Orlicz spaces. This application assures the extension of classical asymptotic theory of regular variation. |
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