Uniform asymptotics for the finite-time ruin probability of a time-dependent risk model with pairwise quasiasymptotically independent claims

DOI10.5402/2012/186348zbMath1266.91033OpenAlexW1968553937WikidataQ58690059 ScholiaQ58690059MaRDI QIDQ1952664

Qingwu Gao

Publication date: 3 June 2013

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5402/2012/186348

Mathematics Subject Classification ID

Related Items (1)

Uniformly asymptotic behavior for the tail probability of discounted aggregate claims in the time-dependent risk model with upper tail asymptotically independent claims

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