Asymptotics for ultimate ruin probability in a by-claim risk model
This paper considers a by-claim risk model with constant interest rate in which the main claim and by-claim random vectors form a sequence of independent and identically distributed random pairs with each pair obeying some certain dependence or arbitrary dependence structure. Under the assumption of...
| Glavni autori: | , , |
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| Format: | Članak |
| Jezik: | English |
| Izdano: |
Vilnius University Press
2021-03-01
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| Serija: | Nonlinear Analysis |
| Teme: | |
| Online pristup: | https://www.journals.vu.lt/nonlinear-analysis/article/view/20948 |