Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (Q967985)
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scientific article; zbMATH DE number 5703308
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| English | Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times |
scientific article; zbMATH DE number 5703308 |
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Finite-time ruin probability with NQD dominated varying-tailed claims and NLOD inter-arrival times (English)
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3 May 2010
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heavy tail
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negatively lower orthant dependent
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negatively quadrant dependent
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renewal model
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ruin probability
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0.8818382620811462
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0.8599766492843628
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0.8571997284889221
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0.856281578540802
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