Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model

DOI10.4310/SII.2015.V8.N1.A1zbMath1406.91475OpenAlexW2333214099MaRDI QIDQ1747427

Yang Yang, Zhongquan Tan, Yunyun Zhong

Publication date: 8 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2015.v8.n1.a1

zbMATH Keywords

asymptotic behaviourheavy tailfinite-time ruin probabilitiesinfinite-time ruin probabilities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10) Credit risk (91G40)

This page was built for publication: Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model