Approximation of the tail probability of dependent random sums under consistent variation and applications (Q1945611)
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English | Approximation of the tail probability of dependent random sums under consistent variation and applications |
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Approximation of the tail probability of dependent random sums under consistent variation and applications (English)
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8 April 2013
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compound renewal risk model
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ruin probability
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consistent variation
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asymptotically quadrant sub-independent
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Markov environment process
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