Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure (Q2920000)
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scientific article; zbMATH DE number 6097980
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| English | Asymptotic behavior of random time ruin probability under heavy-tailed claim sizes and dependence structure |
scientific article; zbMATH DE number 6097980 |
Statements
Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (English)
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23 October 2012
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asymptotics
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random time ruin probability
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renewal risk model
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subexponential distributions
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0.9347463250160216
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0.8992620706558228
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0.8723255395889282
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0.872072160243988
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