Uniform asymptotics for the finite-time ruin probability of a dependent risk model with a constant interest rate

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DOI10.1007/s11009-011-9226-yzbMath1263.91027OpenAlexW2006364212MaRDI QIDQ1945612

Qingwu Gao, Kai Yong Wang, Yue-bao Wang

Publication date: 8 April 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9226-y

zbMATH Keywords

uniform asymptotics finite-time ruin probability constant interest rate widely orthant dependent

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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