Open AccessAsymptotic behavior of the finite-time ruin probability with pairwise quasi-asymptotically independent claims and constant interest force
Author(s) -
Qingwu Gao,
Na Jin,
Houcai Shen
Publication year - 2014
Publication title -
the rocky mountain journal of mathematics/rocky mountain journal of mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.374
H-Index - 42
eISSN - 1945-3795
pISSN - 0035-7596
DOI - 10.1216/rmj-2014-44-5-1505
Subject(s) - mathematics , pairwise comparison , constant (computer programming) , ruin theory , pairwise independence , asymptotically optimal algorithm , asymptotic formula , risk model , mathematical analysis , statistics , mathematical optimization , random variable , convergence of random variables , computer science , programming language , sum of normally distributed random variables