Random time ruin probability for the renewal risk model with heavy-tailed claims (Q2379816)
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scientific article; zbMATH DE number 5685592
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| English | Random time ruin probability for the renewal risk model with heavy-tailed claims |
scientific article; zbMATH DE number 5685592 |
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Random time ruin probability for the renewal risk model with heavy-tailed claims (English)
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22 March 2010
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renewal risk model
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random time ruin probability
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heavy-tailed claims
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negative dependence
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0.9347463250160216
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0.8966039419174194
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0.8714911937713623
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0.8708095550537109
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