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Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims - MaRDI portal

Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060)

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Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
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    Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (English)
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    8 April 2011
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    asymptotic behavior
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    extended regular variation
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    negligible joint tails
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    ruin probability
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