On an asymptotic rule <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si14.gif" display="inline" overflow="scroll"><mml:mi>A</mml:mi><mml:mo>+</mml:mo><mml:mi>B</mml:mi><mml:mo>/</mml:mo><mml:mi>u</mml:mi></mml:math> for ultimate ruin probabilities under dependence by mixing

Dutang, Christophe; Lefèvre, Claude; Loisel, Stéphane

doi:10.1016/j.insmatheco.2013.09.020

Cited by 6 publications

(1 citation statement)

References 40 publications

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“…Like in Dutang et al (2013), where the asymptotic behavior of the ruin probability of Albrecher et al (2011) was studied, we can establish the first order asymptotic behavior for the tail of the waiting time in the same way. Indeed, using…”

Section: Mixing With Respect To the Service Rate μmentioning

confidence: 89%

The Single Server Queue with Mixing Dependencies

Raaijmakers

Albrecher

Boxma

2018

Methodol Comput Appl Probab

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Section: Mixing With Respect To the Service Rate μmentioning

confidence: 89%