Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
type: Item
instance of: scholarly article
title: Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
zbMATH Open document ID: 1261.91023
author: Yang Yang
author: Jie Liu
author: Kaiyong Wang
published in: Journal of Mathematical Analysis and Applications
publication date: 2012-12-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6112318
zbMATH Keywords: compound renewal risk model
zbMATH Keywords: finite-time and infinite-time absolute ruin probabilities
zbMATH Keywords: widely orthant dependence
zbMATH Keywords: maximum domain of attraction of the Gumbel distribution
zbMATH Keywords: random sum
MaRDI profile type: Publication
full work available at URL: j.jmaa.2012.08.060
OpenAlex ID: W1984243140
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DOI: 10.1016/J.JMAA.2012.08.060
description: scientific article; zbMATH DE number 6112318