Asymptotics for the finite time ruin probability in the renewal model with consistent variation

Stochastic Models

Volumn 20, Issue 3, 2004, Pages 281-297

  Tang, Qihe ^a,b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

Asymptotics; Consistent variation; Finite time ruin probability; Matuszewska indices; Renewal model; Uniformity

Indexed keywords

ASYMPTOTICS; CONSISTENT VARIATION; FINITE TIME RUIN PROBABLILITY; MATUSZEWSKA INDICES; RENEWAL MODEL; UNIFORMITY;

FUNCTION EVALUATION; MATHEMATICAL MODELS; RANDOM PROCESSES; RISK ASSESSMENT;

PROBABILITY;

EID: 4944234551     PISSN: 15326349     EISSN: None     Source Type: Journal    
DOI: 10.1081/STM-200025739     Document Type: Article

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