Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (Q6169364)
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scientific article; zbMATH DE number 7710553
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| English | Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns |
scientific article; zbMATH DE number 7710553 |
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Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns (English)
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11 July 2023
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ruin probability
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dependence structures
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one-sided linear process
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exponential Lévy process
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numerical simulations
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