Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (Q5085844)
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scientific article; zbMATH DE number 7550692
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| English | Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments |
scientific article; zbMATH DE number 7550692 |
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Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments (English)
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30 June 2022
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asymptotics
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dependence
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dominatedly-varying tails
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Lévy process
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ruin probability
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renewal risk model
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uniformity
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0.936712920665741
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0.9196476340293884
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0.9177364110946656
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0.8969948291778564
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