A note on a dependent risk model with constant interest rate
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Publication:434700
DOI10.1016/j.spl.2011.12.016zbMath1242.91094OpenAlexW1982559090MaRDI QIDQ434700
Qingwu Gao, Xijun Liu, Yue-bao Wang
Publication date: 16 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.12.016
uniform asymptoticsfinite-time ruin probabilityupper tail asymptotic independencewidely lower orthant dependenceconstant interest rate
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- The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
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