Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate (Q2924636)

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scientific article; zbMATH DE number 6365022
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Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate
scientific article; zbMATH DE number 6365022

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    3 November 2014
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    compound and non-compound risk models
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    finite-time ruin probability
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    dominatedly varying tail
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    uniform asymptotics
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    random sums
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    dependence structure
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    Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate (English)
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