Uniform asymptotics for the ruin probability in a dependent risk model (Q2887195)

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scientific article; zbMATH DE number 6041585
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Uniform asymptotics for the ruin probability in a dependent risk model
scientific article; zbMATH DE number 6041585

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    1 June 2012
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    ruin probability
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    uniform asymptotics
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    heavy-tailed distribution
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    strong subexponential distribution class
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    negative association
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    Uniform asymptotics for the ruin probability in a dependent risk model (English)
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