Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims (Q5166175)
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scientific article; zbMATH DE number 6310811
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| English | Asymptotic estimates of ruin probabilities for a time-dependent renewal risk model with dominatedly-varying-tailed and dependent claims |
scientific article; zbMATH DE number 6310811 |
Statements
30 June 2014
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dominatedly varying tails
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upper tail independent
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time-dependent renewal risk model
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ruin probability
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0.9344383478164672
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0.9058643579483032
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0.890691339969635
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0.8876088857650757
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