Ruin probabilities for risk process in a regime-switching environment (Q5042780)
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scientific article; zbMATH DE number 7607462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for risk process in a regime-switching environment |
scientific article; zbMATH DE number 7607462 |
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Ruin probabilities for risk process in a regime-switching environment (English)
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26 October 2022
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ruin time
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asymptotics
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change of measure
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cramér asymptotics
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subexponential distribution
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central limit theorem
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