Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589): Difference between revisions
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Revision as of 10:08, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims |
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Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (English)
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26 August 2022
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stochastic return
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multivariate regular variation
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risk model
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ruin probability
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càdlàg process
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