Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (Q2240667)
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scientific article; zbMATH DE number 7420308
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| English | Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process |
scientific article; zbMATH DE number 7420308 |
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Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process (English)
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4 November 2021
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finite-time ruin probability
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stochastic log-return process on investments
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upper tail asymptotic independence
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dominated variation
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uniformity
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0.9681524
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0.95542586
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