A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model
type: Item
instance of: scholarly article
title: A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model
zbMATH Open document ID: 1443.62337
author: Yuquan Cang
author: Yang Yang
author: Xixi Shi
published in: Lithuanian Mathematical Journal
publication date: 2020-07-14T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B05
zbMATH DE Number: 7220240
zbMATH Keywords: non-standard renewal risk model
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: asymptotics
zbMATH Keywords: size-dependence
zbMATH Keywords: heavy tail
zbMATH Keywords: uniformity
MaRDI profile type: Publication
full work available at URL: s10986-020-09473-x
OpenAlex ID: W3008878899
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DOI: 10.1007/S10986-020-09473-X
description: scientific article; zbMATH DE number 7220240