Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns (Q6129979)
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scientific article; zbMATH DE number 7833893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns |
scientific article; zbMATH DE number 7833893 |
Statements
Uniform asymptotics for ruin probabilities of a delayed renewal risk model with one-sided linear dependence and stochastic returns (English)
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18 April 2024
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by-claims
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Lévy investment return
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quasi-asymptotic independence
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one-sided linear process
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Brownian motion
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