Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (Q5077505)
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scientific article; zbMATH DE number 7528957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force |
scientific article; zbMATH DE number 7528957 |
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Asymptotic ruin probability for a by-claim risk model with pTQAI claims and constant interest force (English)
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18 May 2022
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by-claim risk model
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ruin probability
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pairwise tail quasi-asymptotically independent
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consistently-varying tail
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asymptotics
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