Uniform asymptotics of the finite-time ruin probability for all times (Q408271): Difference between revisions

The study focuses on the uniform asymptotic behavior of the finite-time ruin probability, within a risk framework which provides advancements about the hypotheses involving claim sizes. In particular, the authors consider independent strong subexponential claim sizes and widely lower orthant dependent inter-occurrence times. Within this renewal model the asymptotics of the finite-time ruin probability are investigated.