Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (Q2168589)
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scientific article; zbMATH DE number 7576345
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| English | Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims |
scientific article; zbMATH DE number 7576345 |
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Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims (English)
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26 August 2022
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stochastic return
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multivariate regular variation
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risk model
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ruin probability
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càdlàg process
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0.8601781725883484
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0.8352435827255249
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0.8328633308410645
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0.8277056217193604
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