Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611)

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scientific article; zbMATH DE number 6151601
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Approximation of the tail probability of dependent random sums under consistent variation and applications
scientific article; zbMATH DE number 6151601

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    Approximation of the tail probability of dependent random sums under consistent variation and applications (English)
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    8 April 2013
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    compound renewal risk model
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    ruin probability
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    consistent variation
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    asymptotically quadrant sub-independent
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    Markov environment process
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