Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications |
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Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (English)
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6 November 2009
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negative dependence
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dominated variation
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maximum domain of attraction of the Gumbel distribution
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dependent compound renewal risk model
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finite-time ruin probability
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