Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (Q2515265)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6468473
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims |
scientific article; zbMATH DE number 6468473 |
Statements
Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims (English)
0 references
31 July 2015
0 references
asymptotics
0 references
random-time ruin probability
0 references
time-dependence
0 references
subexponentiality
0 references
quasi-asymptotic independence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8992620706558228
0 references
0.8966039419174194
0 references
0.8964923620223999
0 references
0.8886960744857788
0 references
