Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10255-011-0064-z / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2398401503 / rank | |||
Normal rank | |||
Revision as of 00:47, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims |
scientific article |
Statements
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (English)
0 references
8 April 2011
0 references
asymptotic behavior
0 references
extended regular variation
0 references
negligible joint tails
0 references
ruin probability
0 references
