Uniform asymptotics of the finite-time ruin probability for all times (Q408271)

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scientific article; zbMATH DE number 6019419
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    Uniform asymptotics of the finite-time ruin probability for all times
    scientific article; zbMATH DE number 6019419

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      Uniform asymptotics of the finite-time ruin probability for all times (English)
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      29 March 2012
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      uniform asymptotics
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      finite-time ruin probability
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      strong subexponential claim sizes
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      widely orthant dependent inter-occurrence times
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      The study focuses on the uniform asymptotic behavior of the finite-time ruin probability, within a risk framework which provides advancements about the hypotheses involving claim sizes.NEWLINENEWLINEIn particular, the authors consider independent strong subexponential claim sizes and widely lower orthant dependent inter-occurrence times. Within this renewal model the asymptotics of the finite-time ruin probability are investigated.
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