Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 04:39, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims |
scientific article |
Statements
Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (English)
0 references
31 July 2015
0 references
asymptotics
0 references
random-time ruin probability
0 references
time-dependence
0 references
subexponentiality
0 references
quasi-asymptotic independence
0 references