Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299)
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scientific article; zbMATH DE number 6586998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns |
scientific article; zbMATH DE number 6586998 |
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Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (English)
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30 May 2016
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by-claim
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dominatedly varying tail
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investment return
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quasi-asymptotic independence
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ruin probability
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