Uniform asymptotics of the finite-time ruin probability for all times (Q408271)

From MaRDI portal
Revision as of 00:29, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Uniform asymptotics of the finite-time ruin probability for all times
scientific article

    Statements

    Uniform asymptotics of the finite-time ruin probability for all times (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    29 March 2012
    0 references
    The study focuses on the uniform asymptotic behavior of the finite-time ruin probability, within a risk framework which provides advancements about the hypotheses involving claim sizes. In particular, the authors consider independent strong subexponential claim sizes and widely lower orthant dependent inter-occurrence times. Within this renewal model the asymptotics of the finite-time ruin probability are investigated.
    0 references
    uniform asymptotics
    0 references
    finite-time ruin probability
    0 references
    strong subexponential claim sizes
    0 references
    widely orthant dependent inter-occurrence times
    0 references
    0 references
    0 references
    0 references

    Identifiers