The probabilities of absolute ruin in the renewal risk model with constant force of interest (Q3578667)
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scientific article; zbMATH DE number 5758472
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| English | The probabilities of absolute ruin in the renewal risk model with constant force of interest |
scientific article; zbMATH DE number 5758472 |
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The probabilities of absolute ruin in the renewal risk model with constant force of interest (English)
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20 July 2010
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absolute ruin
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asymptotics
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constant force of interest
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convolution equivalence
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heavy tail
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renewal risk model
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0.9778432
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0.9518509
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0.95067704
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0.94689286
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0.9454279
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0.9359566
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0.93508124
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0.9334767
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0.9326124
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