Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (Q2423508)
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scientific article; zbMATH DE number 7068829
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| English | Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest |
scientific article; zbMATH DE number 7068829 |
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Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest (English)
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20 June 2019
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uniform asymptotics
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delayed claims
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ruin probability
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diffusion
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quasi-asymptotic independence
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0.9398032
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0.9350082
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0.93110025
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0.9206266
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0.9169492
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0.91604507
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