Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966): Difference between revisions

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+Xin Mei Shen
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2013.03.029
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+W1992925416
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@@ Property / cites work @@
+Tail asymptotics for the sum of two heavy-tailed dependent risks
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+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
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@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
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+Some results on ruin probabilities in a two-dimensional risk model.
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+On the ruin probabilities of a bidimensional perturbed risk model
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+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
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+Approximation of the tail probability of randomly weighted sums and applications
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