Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (Q452891)
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scientific article; zbMATH DE number 6083607
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| English | Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes |
scientific article; zbMATH DE number 6083607 |
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Asymptotic behavior of random time absolute ruin probability with \(\mathcal D \cap \mathcal L\) tailed and conditionally independent claim sizes (English)
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18 September 2012
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asymptotics
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renewal risk model
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conditional independence
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random time absolute ruin probability
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0.865660548210144
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0.8612349033355713
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0.8608145117759705
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0.8602896332740784
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0.8581783771514893
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