On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims |
scientific article |
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On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (English)
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11 May 2016
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bidimensional risk model
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consistent variation
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finite-time ruin probability
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Lévy process
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stochastic return
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