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Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest - MaRDI portal

Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284)

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scientific article; zbMATH DE number 6236666
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English
Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
scientific article; zbMATH DE number 6236666

    Statements

    Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (English)
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    9 December 2013
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    uniform asymptotics
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    upper tail asymptotic independence
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    counting processes
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    widely lower orthant dependence
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