Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03610926.2019.1599022 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2926907612 / rank | |||
Normal rank | |||
Revision as of 19:43, 19 March 2024
scientific article; zbMATH DE number 7528957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force |
scientific article; zbMATH DE number 7528957 |
Statements
Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (English)
0 references
18 May 2022
0 references
by-claim risk model
0 references
ruin probability
0 references
pairwise tail quasi-asymptotically independent
0 references
consistently-varying tail
0 references
asymptotics
0 references
