Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (Q2792301)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate |
scientific article |
Statements
Uniform asymptotics for random time ruin probability with subexponential claims and constant interest rate (English)
0 references
8 March 2016
0 references
uniform asymptotic
0 references
renewal risk model
0 references
random time ruin probability
0 references
subexponential distribution
0 references
