Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839)
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scientific article; zbMATH DE number 6112318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model |
scientific article; zbMATH DE number 6112318 |
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Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (English)
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4 December 2012
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compound renewal risk model
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finite-time and infinite-time absolute ruin probabilities
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widely orthant dependence
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maximum domain of attraction of the Gumbel distribution
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random sum
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