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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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60K20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6386233 / rank | |||
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asymptotics | |||
| Property / zbMATH Keywords: asymptotics / rank | |||
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finite-time ruin probability | |||
| Property / zbMATH Keywords: finite-time ruin probability / rank | |||
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pairwise quasi-asymptotic independence | |||
| Property / zbMATH Keywords: pairwise quasi-asymptotic independence / rank | |||
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consistent variation | |||
| Property / zbMATH Keywords: consistent variation / rank | |||
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Revision as of 20:30, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force |
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Statements
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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