On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646): Difference between revisions

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Latest revision as of 19:08, 16 December 2024

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On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
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    On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (English)
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    23 June 2014
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    ultimate ruin probability
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    discrete and continuous time
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    mixing model
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    asymptotics
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    tail distribution
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    Archimedean copulas
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