Asymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
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Publication:485877
DOI10.1216/RMJ-2014-44-5-1505zbMath1309.91075OpenAlexW2040558764MaRDI QIDQ485877
Na Jin, Houcai Shen, Qingwu Gao
Publication date: 14 January 2015
Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.rmjm/1420071552
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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