A note on a dependent risk model with constant interest rate (Q434700)
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scientific article; zbMATH DE number 6056852
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on a dependent risk model with constant interest rate |
scientific article; zbMATH DE number 6056852 |
Statements
A note on a dependent risk model with constant interest rate (English)
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16 July 2012
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uniform asymptotics
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finite-time ruin probability
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constant interest rate
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upper tail asymptotic independence
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widely lower orthant dependence
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0.9352757334709167
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0.930917739868164
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0.9260814785957336
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0.9193884134292604
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