Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997): Difference between revisions
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| Property / DOI: 10.1007/S10986-012-9159-3 / rank | |||
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Latest revision as of 16:14, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims |
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Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (English)
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15 January 2014
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uniform asymptotics
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finite-time and infinite-time ruin probabilities
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dominatedly varying tail
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long tail
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dependence
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