On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (Q2015646)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing |
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On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing (English)
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23 June 2014
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ultimate ruin probability
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discrete and continuous time
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mixing model
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asymptotics
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tail distribution
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Archimedean copulas
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