Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (Q691839)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model |
scientific article; zbMATH DE number 6112318
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model |
scientific article; zbMATH DE number 6112318 |
Statements
Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model (English)
0 references
4 December 2012
0 references
compound renewal risk model
0 references
finite-time and infinite-time absolute ruin probabilities
0 references
widely orthant dependence
0 references
maximum domain of attraction of the Gumbel distribution
0 references
random sum
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.91875958442688
0 references
0.9042003750801086
0 references
0.888978898525238
0 references
0.8863831758499146
0 references
0.8830153942108154
0 references
