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

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Uniform asymptotics of the finite-time ruin probability for all times
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    Uniform asymptotics of the finite-time ruin probability for all times (English)
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    29 March 2012
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    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.
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    uniform asymptotics
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    finite-time ruin probability
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    strong subexponential claim sizes
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    widely orthant dependent inter-occurrence times
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