A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model
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Publication:779818
DOI10.1007/s10986-020-09473-xzbMath1443.62337OpenAlexW3008878899MaRDI QIDQ779818
Xixi Shi, Yang Yang, Yuquan Cang
Publication date: 14 July 2020
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-020-09473-x
asymptoticsuniformityheavy tailfinite-time ruin probabilitysize-dependencenon-standard renewal risk model
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistics of extreme values; tail inference (62G32) Risk models (general) (91B05)
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