Limit property of the delayed risk model under dependent claims and investment (Q3175172)
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scientific article; zbMATH DE number 6907454
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| English | Limit property of the delayed risk model under dependent claims and investment |
scientific article; zbMATH DE number 6907454 |
Statements
18 July 2018
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delayed risk model
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negatively dependent
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heavy-tailed distributions
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geometric Brownian motion
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finite-time ruin probability
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0.8930288553237915
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0.830765426158905
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0.8209457397460938
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0.8168379664421082
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