Some novel results on pairwise quasi-asymptotical independence with applications to risk theory (Q4588896)
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scientific article; zbMATH DE number 6802792
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| English | Some novel results on pairwise quasi-asymptotical independence with applications to risk theory |
scientific article; zbMATH DE number 6802792 |
Statements
Some novel results on pairwise quasi-asymptotical independence with applications to risk theory (English)
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3 November 2017
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asymptotics
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consistent variation
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discrete-time risk model
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quasi-asymptotical independence
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ruin probability
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0.9067670106887816
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0.830814003944397
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0.813126266002655
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0.8093342781066895
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