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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate |
scientific article; zbMATH DE number 6365022 |
Statements
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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0.98761296
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0.97064334
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0.9564507
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0.9511213
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0.9506898
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0.94369924
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0.9429513
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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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