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Asymptotics for a time-dependent by-claim model with dependent subexponential claims - MaRDI portal

Asymptotics for a time-dependent by-claim model with dependent subexponential claims (Q6072271)

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scientific article; zbMATH DE number 7749733
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Asymptotics for a time-dependent by-claim model with dependent subexponential claims
scientific article; zbMATH DE number 7749733

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    Asymptotics for a time-dependent by-claim model with dependent subexponential claims (English)
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    12 October 2023
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    by-claim
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    renewal risk model
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    dependence
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    subexponential distribution
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    ruin probability
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    asymptotics
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