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 ...