Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure |
scientific article |
Statements
Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (English)
0 references
23 October 2012
0 references
asymptotics
0 references
random time ruin probability
0 references
renewal risk model
0 references
subexponential distributions
0 references