Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (Q392997)
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scientific article; zbMATH DE number 6245864
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| English | Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims |
scientific article; zbMATH DE number 6245864 |
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Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims (English)
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15 January 2014
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uniform asymptotics
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finite-time and infinite-time ruin probabilities
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dominatedly varying tail
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long tail
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dependence
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0.9503501057624816
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0.9352757334709167
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0.9329975843429564
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0.9189316034317015
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0.9147853255271912
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