Asymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes

MaRDI QIDQ464575zbMATH OpenFDO

Authors Fei Ding, Hongmei Wu, Tingting Pan, Kaiyong Wang

Publication date 27 October 2014

Published in Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

Full work available at URL http://bims.iranjournals.ir/article_531_62.html

zbMATH Keywords

asymptoticsdominatedly varying tailconstant interest rateinfinite time ruin probability

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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