Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (Q2431060)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims
scientific article

    Statements

    Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims (English)
    0 references
    0 references
    0 references
    8 April 2011
    0 references
    asymptotic behavior
    0 references
    extended regular variation
    0 references
    negligible joint tails
    0 references
    ruin probability
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references