Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (Q485877)
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scientific article; zbMATH DE number 6386233
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| English | Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force |
scientific article; zbMATH DE number 6386233 |
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Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force (English)
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14 January 2015
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asymptotics
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finite-time ruin probability
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pairwise quasi-asymptotic independence
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consistent variation
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0.9481431245803832
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0.907996952533722
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0.8915879726409912
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0.8761840462684631
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0.8664436936378479
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