The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims

DOI10.1016/J.INSMATHECO.2006.06.004zbMath1183.60033OpenAlexW3142716604MaRDI QIDQ882463

Yiqing Chen, Kai Wang Ng

Publication date: 23 May 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.06.004

zbMATH Keywords

asymptoticsextended regular variationruin probabilityconstant interest forcenegative dependencerenewal model

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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