Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes (Q464575)
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scientific article; zbMATH DE number 6362012
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| English | Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes |
scientific article; zbMATH DE number 6362012 |
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Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes (English)
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27 October 2014
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asymptotics
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infinite time ruin probability
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constant interest rate
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dominatedly varying tail
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0.9189316034317015
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0.9166890978813172
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0.9126640558242798
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0.9046501517295836
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