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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dominatedly varying tails
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nonstandard renewal risk model
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pairwise quasi-asymptotic independence
Property / zbMATH Keywords: pairwise quasi-asymptotic independence / rank
 
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perturbed renewal risk model
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weighted renewal function
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Revision as of 21:13, 30 June 2023

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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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