Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (Q386284)
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scientific article; zbMATH DE number 6236666
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| English | Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest |
scientific article; zbMATH DE number 6236666 |
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Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest (English)
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9 December 2013
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uniform asymptotics
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upper tail asymptotic independence
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counting processes
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widely lower orthant dependence
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0.9265702962875366
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0.9181588292121888
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0.9128689765930176
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0.8994178175926208
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