The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
type: Item
instance of: scholarly article
title: The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
zbMATH Open document ID: 1183.60033
author: Yiqing Chen
author: Kai Wang Ng
published in: Insurance Mathematics \& Economics
publication date: 2007-05-23T00:00:00Z
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5156664
zbMATH Keywords: asymptotics
zbMATH Keywords: constant interest force
zbMATH Keywords: negative dependence
zbMATH Keywords: extended regular variation
zbMATH Keywords: renewal model
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.06.004
OpenAlex ID: W3142716604
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DOI: 10.1016/J.INSMATHECO.2006.06.004
description: scientific article; zbMATH DE number 5156664