Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (Q3074498)
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scientific article; zbMATH DE number 5848654
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| English | Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model |
scientific article; zbMATH DE number 5848654 |
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Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (English)
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9 February 2011
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asymptotics
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dependence
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discounted aggregate claims
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extended regular variation
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subexponentiality
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uniformity
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0.8781465888023376
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0.8695836663246155
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0.8677681088447571
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0.8617761135101318
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