Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest
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Publication:386284
DOI10.1016/j.spl.2013.02.018zbMath1283.62213MaRDI QIDQ386284
Publication date: 9 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.02.018
uniform asymptotics; counting processes; upper tail asymptotic independence; widely lower orthant dependence
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
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