Asymptotic estimate for the probability of an exceedance over negatively associated renewal thresholds and the ruin probability in dividend barrier models

MaRDI QIDQ3570764zbMATH OpenFDO

Authors Yang Yang, Yuebao Wang

Publication date 8 July 2010

zbMATH Keywords

stopping timemaximumheavy-tailed distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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