Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265): Difference between revisions
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Revision as of 09:27, 5 March 2024
scientific article
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English | Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims |
scientific article |
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Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (English)
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31 July 2015
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asymptotics
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random-time ruin probability
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time-dependence
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subexponentiality
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quasi-asymptotic independence
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