Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505): Difference between revisions

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Revision as of 18:43, 19 March 2024

scientific article; zbMATH DE number 7528957
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Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force
scientific article; zbMATH DE number 7528957

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    Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (English)
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    18 May 2022
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    by-claim risk model
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    ruin probability
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    pairwise tail quasi-asymptotically independent
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    consistently-varying tail
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    asymptotics
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