Finite-time ruin probability of a nonstandard compound renewal risk model with constant force of interest
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Publication:610745
DOI10.1007/s11464-010-0071-zzbMath1211.60016OpenAlexW2079424329MaRDI QIDQ610745
Publication date: 10 December 2010
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-010-0071-z
Sums of independent random variables; random walks (60G50) Large deviations (60F10) Limit theorems in probability theory (60F99)
Related Items
Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model, Tail behavior of supremum of a random walk when Cramér's condition fails, Precise large deviations for the aggregate claims in a dependent compound renewal risk model, Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments
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