This paper will obtain an asymptotic formula of the finite-time ruin probability in a generalized risk model with constant interest force, in which the claim sizes are pairwise quasi-asymptotically ...
Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...
We show that the length of the minimum spanning tree through points drawn uniformly from the d-dimensional torus is almost surely asymptotically equivalent to the length of the minimum spanning tree ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results