UNIFORM ASYMPTOTICS FOR THE FINITE-TIME RUIN PROBABILITY IN A GENERAL RISK MODEL WITH PAIRWISE QUASI-ASYMPTOTICALLY INDEPENDENT CLAIMS AND CONSTANT INTEREST FORCE
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Publication:2857003
DOI10.4134/BKMS.2013.50.2.611zbMath1273.62247MaRDI QIDQ2857003
Publication date: 31 October 2013
Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=411062
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
60F05: Central limit and other weak theorems
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