A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178): Difference between revisions

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Property / DOI: 10.1016/j.spl.2018.04.003 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2018.04.003 / rank
 
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Latest revision as of 00:35, 11 December 2024

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A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model
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    A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (English)
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    21 June 2018
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    asymptotics
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    bidimensional renewal risk model
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    dependence
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    extended regular variation
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    ruin probability
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    subexponential class
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