Uniform asymptotics of the finite-time ruin probability for all times

DOI10.1016/j.jmaa.2012.01.025zbMath1237.91139OpenAlexW2059703394MaRDI QIDQ408271

Xiuli Ma, Zhaolei Cui, Kai Yong Wang, Yue-bao Wang

Publication date: 29 March 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.01.025

zbMATH Keywords

uniform asymptoticsfinite-time ruin probabilitystrong subexponential claim sizeswidely orthant dependent inter-occurrence times

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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