Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:55, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns |
scientific article |
Statements
Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (English)
0 references
30 May 2016
0 references
by-claim
0 references
dominatedly varying tail
0 references
investment return
0 references
quasi-asymptotic independence
0 references
ruin probability
0 references
