Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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Property / zbMATH DE Number: 6391197 / rank | |||
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dominatedly varying tails | |||
Property / zbMATH Keywords: dominatedly varying tails / rank | |||
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nonstandard renewal risk model | |||
Property / zbMATH Keywords: nonstandard renewal risk model / rank | |||
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pairwise quasi-asymptotic independence | |||
Property / zbMATH Keywords: pairwise quasi-asymptotic independence / rank | |||
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perturbed renewal risk model | |||
Property / zbMATH Keywords: perturbed renewal risk model / rank | |||
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weighted renewal function | |||
Property / zbMATH Keywords: weighted renewal function / rank | |||
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Revision as of 21:13, 30 June 2023
scientific article
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English | Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims |
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Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (English)
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27 January 2015
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dominatedly varying tails
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nonstandard renewal risk model
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pairwise quasi-asymptotic independence
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perturbed renewal risk model
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weighted renewal function
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