Uniform asymptotics of the finite-time ruin probability for all times (Q408271)
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scientific article; zbMATH DE number 6019419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics of the finite-time ruin probability for all times |
scientific article; zbMATH DE number 6019419 |
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Uniform asymptotics of the finite-time ruin probability for all times (English)
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29 March 2012
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uniform asymptotics
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finite-time ruin probability
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strong subexponential claim sizes
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widely orthant dependent inter-occurrence times
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The study focuses on the uniform asymptotic behavior of the finite-time ruin probability, within a risk framework which provides advancements about the hypotheses involving claim sizes.NEWLINENEWLINEIn particular, the authors consider independent strong subexponential claim sizes and widely lower orthant dependent inter-occurrence times. Within this renewal model the asymptotics of the finite-time ruin probability are investigated.
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