Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299)
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scientific article; zbMATH DE number 6586998
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| English | Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns |
scientific article; zbMATH DE number 6586998 |
Statements
Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (English)
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30 May 2016
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by-claim
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dominatedly varying tail
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investment return
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quasi-asymptotic independence
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ruin probability
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0.8956504464149475
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0.8914069533348083
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0.8766326308250427
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0.876085102558136
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