The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463)
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scientific article; zbMATH DE number 5156664
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| English | The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims |
scientific article; zbMATH DE number 5156664 |
Statements
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (English)
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23 May 2007
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asymptotics
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constant interest force
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negative dependence
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extended regular variation
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renewal model
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ruin probability
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0.9132168292999268
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0.9042609930038452
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0.9039161205291748
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0.9032720923423768
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