Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745): Difference between revisions
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Revision as of 09:05, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for a bidimensional risk model with two geometric Lévy price processes |
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Asymptotics for a bidimensional risk model with two geometric Lévy price processes (English)
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23 July 2019
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asymptotics
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consistently varying tail
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long tail
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dominatedly varying tail
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dependence
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bidimensional risk model
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geometric Lévy price process
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infinite-time and finite-time ruin probabilities
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