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

@@ Property / author @@
-Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
-Normal rank
@@ Property / author @@
+Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 60G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6236353
@@ Property / zbMATH DE Number: 6236353 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ruin probability
@@ Property / zbMATH Keywords: ruin probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-dimensional model
@@ Property / zbMATH Keywords: two-dimensional model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extended regular variation distributions
@@ Property / zbMATH Keywords: extended regular variation distributions / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2013.03.029
+Normal rank
@@ Property / OpenAlex ID @@
+W1992925416
@@ Property / OpenAlex ID: W1992925416 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for the sum of two heavy-tailed dependent risks
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
+Normal rank
@@ Property / cites work @@
+Some results on ruin probabilities in a two-dimensional risk model.
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+On the ruin probabilities of a bidimensional perturbed risk model
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Approximation of the tail probability of randomly weighted sums and applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:383966