Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (Q2346633): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:12, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return |
scientific article |
Statements
Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return (English)
0 references
2 June 2015
0 references
ruin probability
0 references
dependence
0 references
Lévy process
0 references
dominated variation
0 references
uniformity
0 references
simulation
0 references
