Approximation of the tail probability of dependent random sums under consistent variation and applications

DOI10.1007/s11009-011-9232-0zbMath1263.60041OpenAlexW2066900974MaRDI QIDQ1945611

Xin Mei Shen, Zheng Yan Lin

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

zbMATH Keywords

compound renewal risk modelruin probabilityconsistent variationasymptotically quadrant sub-independentMarkov environment process

Mathematics Subject Classification ID

Related Items (2)

Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model ⋮ Asymptotics for a bidimensional renewal risk model with subexponential main claims and delayed claims

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