Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (Q488895)
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scientific article; zbMATH DE number 6391197
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| English | Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims |
scientific article; zbMATH DE number 6391197 |
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Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims (English)
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27 January 2015
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dominatedly varying tails
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nonstandard renewal risk model
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pairwise quasi-asymptotic independence
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perturbed renewal risk model
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weighted renewal function
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0.8914069533348083
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0.8716882467269897
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0.859409511089325
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0.8593760132789612
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