A note on a dependent risk model with constant interest rate (Q434700)

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scientific article; zbMATH DE number 6056852
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A note on a dependent risk model with constant interest rate
scientific article; zbMATH DE number 6056852

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    A note on a dependent risk model with constant interest rate (English)
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    16 July 2012
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    uniform asymptotics
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    finite-time ruin probability
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    constant interest rate
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    upper tail asymptotic independence
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    widely lower orthant dependence
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