Approximation of the tail probability of dependent random sums under consistent variation and applications
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Publication:1945611
DOI10.1007/s11009-011-9232-0zbMath1263.60041OpenAlexW2066900974MaRDI QIDQ1945611
Publication date: 8 April 2013
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-011-9232-0
compound renewal risk modelruin probabilityconsistent variationasymptotically quadrant sub-independentMarkov environment process
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