Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891): Difference between revisions
From MaRDI portal
Latest revision as of 19:03, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes |
scientific article |
Statements
Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (English)
0 references
18 September 2012
0 references
asymptotics
0 references
renewal risk model
0 references
conditional independence
0 references
random time absolute ruin probability
0 references
0 references
0 references
0 references