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Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force - MaRDI portal

Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force (Q2857003)

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scientific article; zbMATH DE number 6221358
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English
Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force
scientific article; zbMATH DE number 6221358

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    31 October 2013
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    pairwise quasi-asymptotic independence
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    consistent variation
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    Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force (English)
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