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The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims - MaRDI portal

The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463)

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scientific article; zbMATH DE number 5156664
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English
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
scientific article; zbMATH DE number 5156664

    Statements

    The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (English)
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    23 May 2007
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    asymptotics
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    constant interest force
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    negative dependence
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    extended regular variation
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    renewal model
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    ruin probability
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