Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (Q6054128)
From MaRDI portal
scientific article; zbMATH DE number 7753898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals |
scientific article; zbMATH DE number 7753898 |
Statements
Asymptotics for random-time ruin probability of a risk model with diffusion, constant interest force and non-stationary arrivals (English)
0 references
24 October 2023
0 references
random-time ruin probability
0 references
non-stationary arrival process
0 references
subexponentiality
0 references
upper tail asymptotic independence
0 references
diffusion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
