Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000)
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scientific article; zbMATH DE number 6097980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure |
scientific article; zbMATH DE number 6097980 |
Statements
Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (English)
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23 October 2012
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asymptotics
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random time ruin probability
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renewal risk model
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subexponential distributions
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