Finite Time Ruin Probability of the Compound Renewal Model with Constant Interest Rate and Weakly Negatively Dependent Claims with Heavy Tails
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Publication:5245042
DOI10.1142/S0219198915400113zbMath1359.62469MaRDI QIDQ5245042
Publication date: 1 April 2015
Published in: International Game Theory Review (Search for Journal in Brave)
regular variationfinite time ruin probabilitydependent compound renewal modelweakly negatively dependent
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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