Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (Q2792301): Difference between revisions
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| Property / cites work: Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure / rank | |||
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| Property / cites work: A Note on Cumulative Sums / rank | |||
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| Property / cites work: Randomly weighted sums of subexponential random variables with application to ruin theory / rank | |||
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| Property / cites work: The finite-time ruin probability of the compound Poisson model with constant interest force / rank | |||
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| Property / cites work: Finite-Time Ruin Probability with Heavy-Tailed Claims and Constant Interest Rate / rank | |||
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| Property / cites work: Random time ruin probability for the renewal risk model with heavy-tailed claims / rank | |||
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Latest revision as of 13:36, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate |
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Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (English)
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8 March 2016
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uniform asymptotic
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renewal risk model
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random time ruin probability
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subexponential distribution
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