Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060)
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scientific article; zbMATH DE number 5876911
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| English | Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims |
scientific article; zbMATH DE number 5876911 |
Statements
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (English)
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8 April 2011
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asymptotic behavior
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extended regular variation
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negligible joint tails
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ruin probability
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0.9042609930038452
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0.9030272364616394
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0.893438994884491
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0.8928377032279968
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