THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST (Q5265560)
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scientific article; zbMATH DE number 6466885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST |
scientific article; zbMATH DE number 6466885 |
Statements
THE ULTIMATE RUIN PROBABILITY OF A DEPENDENT DELAYED-CLAIM RISK MODEL PERTURBED BY DIFFUSION WITH CONSTANT FORCE OF INTEREST (English)
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28 July 2015
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asymptotic ruin probability
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delayed claim
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diffusion
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pairwise quasi-asymptotic independence
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widely lower orthant dependence
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