Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes (Q464575): Difference between revisions

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Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes
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    Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes (English)
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    27 October 2014
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    asymptotics
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    infinite time ruin probability
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    constant interest rate
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    dominatedly varying tail
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