Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891): Difference between revisions

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Property / DOI: 10.1016/j.spl.2012.05.010 / rank
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Property / Mathematics Subject Classification ID: 91B30 / rank
 
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Property / Mathematics Subject Classification ID: 62P05 / rank
 
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Property / Mathematics Subject Classification ID: 60K10 / rank
 
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Property / zbMATH DE Number: 6083607 / rank
 
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asymptotics
Property / zbMATH Keywords: asymptotics / rank
 
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Property / zbMATH Keywords
 
renewal risk model
Property / zbMATH Keywords: renewal risk model / rank
 
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Property / zbMATH Keywords
 
conditional independence
Property / zbMATH Keywords: conditional independence / rank
 
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Property / zbMATH Keywords
 
random time absolute ruin probability
Property / zbMATH Keywords: random time absolute ruin probability / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2012.05.010 / rank
 
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Property / OpenAlex ID: W1973143472 / rank
 
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Property / cites work
 
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Latest revision as of 19:03, 9 December 2024

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Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes
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    Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (English)
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    18 September 2012
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    asymptotics
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    renewal risk model
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    conditional independence
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    random time absolute ruin probability
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