Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060): Difference between revisions
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Revision as of 10:47, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims |
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Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (English)
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8 April 2011
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asymptotic behavior
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extended regular variation
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negligible joint tails
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ruin probability
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