Approximation of the tail probability of dependent random sums under consistent variation and applications
type: Item
instance of: scholarly article
title: Approximation of the tail probability of dependent random sums under consistent variation and applications
zbMATH Open document ID: 1263.60041
published in: Methodology and Computing in Applied Probability
publication date: 2013-04-08T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6151601
zbMATH Keywords: compound renewal risk model
zbMATH Keywords: ruin probability
zbMATH Keywords: consistent variation
zbMATH Keywords: asymptotically quadrant sub-independent
zbMATH Keywords: Markov environment process
author: Zhengyan Lin
author: Xinmei Shen
MaRDI profile type: Publication
full work available at URL: s11009-011-9232-0
OpenAlex ID: W2066900974
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DOI: 10.1007/S11009-011-9232-0
description: scientific article; zbMATH DE number 6151601