Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (Q530729)
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scientific article; zbMATH DE number 6611104
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| English | Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims |
scientific article; zbMATH DE number 6611104 |
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Estimates for the ruin probability of a time-dependent renewal risk model with dependent by-claims (English)
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10 August 2016
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by-claim
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dominatedly varying tail
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extended upper negative dependence
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quasi-asymptotic independence
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ruin probability
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time-dependent
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0.9344383478164672
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0.9003980159759521
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0.8956504464149475
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0.8770151734352112
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0.8718972206115723
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