Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (Q5079456)
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scientific article; zbMATH DE number 7532929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate |
scientific article; zbMATH DE number 7532929 |
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Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate (English)
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27 May 2022
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asymptotics
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finite-time ruin probability
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dependent risk model
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dominated varying tailed
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