Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (Q2976123)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-time absolute ruin in dependent renewal risk models with constant force of interest |
scientific article |
Statements
Infinite-time absolute ruin in dependent renewal risk models with constant force of interest (English)
0 references
13 April 2017
0 references
absolute ruib probability
0 references
asymptotics
0 references
class \(\mathcal{L}(\gamma)\)
0 references
class \(\mathcal{S}(\gamma)\)
0 references
class of O-subexponential distributions
0 references
class of rapidly-varying-tailed distributions
0 references
dependence
0 references
Farlie-Gumbel-Morgenstern distribution
0 references
renewal risk model
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
