The finite-time ruin probability for ND claims with constant interest force (Q956402): Difference between revisions

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-.1016/j.spl.2008.05.036
@@ Property / DOI: 10.1016/j.spl.2008.05.036 / rank @@
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@@ Property / cites work @@
+Some concepts of negative dependence
@@ Property / cites work: Some concepts of negative dependence / rank @@
+Normal rank
@@ Property / cites work @@
+The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
+Normal rank
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+Large deviations for random sums of negatively dependent random variables with consistently varying tails
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+Asymptotic behavior of tail and local probabilities for sums of subexponential random variables
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+The finite-time ruin probability of the compound Poisson model with constant interest force
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+Insensitivity to negative dependence of the asymptotic behavior of precise large deviations
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@@ Property / DOI @@
+.1016/J.SPL.2008.05.036
@@ Property / DOI: 10.1016/J.SPL.2008.05.036 / rank @@
+Normal rank