Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
type: Item
instance of: scholarly article
title: Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
zbMATH Open document ID: 1309.91075
DOI: 10.1216/RMJ-2014-44-5-1505
author: Qingwu Gao
author: Na Jin
author: Houcai Shen
published in: Rocky Mountain Journal of Mathematics
publication date: 2015-01-14T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.rmjm/1420071552
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K20
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6386233
zbMATH Keywords: asymptotics
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: pairwise quasi-asymptotic independence
zbMATH Keywords: consistent variation
MaRDI profile type: Publication
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OpenAlex ID: W2040558764
description: scientific article; zbMATH DE number 6386233