Ruin probabilities with pairwise quasi-asymptotically independent and dominatedly-varying tailed claims
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Publication:488895
DOI10.1007/S11424-012-9294-2zbMath1307.91095OpenAlexW2014506815MaRDI QIDQ488895
Publication date: 27 January 2015
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-012-9294-2
dominatedly varying tailsweighted renewal functionpairwise quasi-asymptotic independencenonstandard renewal risk modelperturbed renewal risk model
Related Items (2)
Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns ⋮ Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate
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