Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126): Difference between revisions

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Latest revision as of 16:10, 9 July 2024

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Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
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    Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (English)
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    11 February 2015
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    asymptotic dependence
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    asymptotic independence
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    bidimensional renewal risk model
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    copula
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    regular variation
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    ruin probability
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