Asymptotic estimate for the probability of an exceedance over negatively associated renewal thresholds and the ruin probability in dividend barrier models (Q3570764)
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scientific article; zbMATH DE number 5732969
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| English | Asymptotic estimate for the probability of an exceedance over negatively associated renewal thresholds and the ruin probability in dividend barrier models |
scientific article; zbMATH DE number 5732969 |
Statements
8 July 2010
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maximum
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stopping time
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heavy-tailed distributions
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0.796059250831604
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0.7960349917411804
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0.7841281890869141
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0.7840879559516907
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