Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation (Q5209419)
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scientific article; zbMATH DE number 7155882
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| English | Asymptotics of the finite-time ruin probability of a risk model with Brownian perturbation |
scientific article; zbMATH DE number 7155882 |
Statements
22 January 2020
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asymptotics
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Brownian perturbation
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finite-time ruin probability
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general risk model
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dependence structure
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0.9287030696868896
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0.9067962765693665
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0.8951759338378906
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0.8793057799339294
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0.8537535071372986
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