Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (Q5086902)
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scientific article; zbMATH DE number 7554282
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| English | Uniform asymptotics for the compound risk model with dependence structures and constant force of interest |
scientific article; zbMATH DE number 7554282 |
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Uniform asymptotics for the compound risk model with dependence structures and constant force of interest (English)
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8 July 2022
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uniform asymptotics
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compound risk model
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discounted aggregate claims
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ruin probability
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upper tail asymptotic independence
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0.905828058719635
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0.9017817974090576
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0.8823186755180359
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0.8760208487510681
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