Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
type: Item
instance of: scholarly article
title: Asymptotic ruin probabilities for proportional investment under interest force with dominatedly-varying-tailed claims
zbMATH Open document ID: 1296.91147
author: Yu Chen
author: Yin Huang
author: Weiping Zhang
published in: Journal of the Korean Statistical Society
publication date: 2014-09-26T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6347959
zbMATH Keywords: ruin probabilities
zbMATH Keywords: interest force
zbMATH Keywords: dominatedly varying
zbMATH Keywords: quasi-asymptotically independent
MaRDI profile type: Publication
full work available at URL: j.jkss.2011.06.003
OpenAlex ID: W1986559586
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DOI: 10.1016/J.JKSS.2011.06.003
description: scientific article; zbMATH DE number 6347959