Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877): Difference between revisions

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Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
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    Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (English)
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    14 January 2015
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    asymptotics
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    finite-time ruin probability
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    pairwise quasi-asymptotic independence
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    consistent variation
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