Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model (Q1747427)
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scientific article; zbMATH DE number 6866800
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| English | Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model |
scientific article; zbMATH DE number 6866800 |
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Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model (English)
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8 May 2018
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finite-time ruin probabilities
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infinite-time ruin probabilities
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heavy tail
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asymptotic behaviour
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0.911947786808014
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0.9086817502975464
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0.9017817974090576
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0.888978898525238
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