The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (Q882463)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
scientific article

    Statements

    The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims (English)
    0 references
    0 references
    0 references
    23 May 2007
    0 references
    asymptotics
    0 references
    constant interest force
    0 references
    negative dependence
    0 references
    extended regular variation
    0 references
    renewal model
    0 references
    ruin probability
    0 references

    Identifiers