Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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| Property / zbMATH DE Number: 6083607 / rank | |||
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asymptotics | |||
| Property / zbMATH Keywords: asymptotics / rank | |||
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renewal risk model | |||
| Property / zbMATH Keywords: renewal risk model / rank | |||
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conditional independence | |||
| Property / zbMATH Keywords: conditional independence / rank | |||
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random time absolute ruin probability | |||
| Property / zbMATH Keywords: random time absolute ruin probability / rank | |||
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Revision as of 10:51, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes |
scientific article |
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Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (English)
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18 September 2012
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asymptotics
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renewal risk model
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conditional independence
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random time absolute ruin probability
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