Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims

DOI10.1016/j.jkss.2011.06.003zbMath1296.91147OpenAlexW1986559586MaRDI QIDQ744743

Weiping Zhang, Yu Chen, Yin Huang

Publication date: 26 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2011.06.003

zbMATH Keywords

interest forceruin probabilitiesdominatedly varyingquasi-asymptotically independent

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

The limit property of a risk model based on entrance processes

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