Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure |
scientific article |
Statements
Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (English)
0 references
23 October 2012
0 references
asymptotics
0 references
random time ruin probability
0 references
renewal risk model
0 references
subexponential distributions
0 references
