Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q882736 |
Changed an Item |
||
Property / author | |||
Property / author: Kai Yong Wang / rank | |||
Normal rank |
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 |
scientific article |
Statements
Asymptotics for a bidimensional risk model with two geometric Lévy price processes (English)
0 references
23 July 2019
0 references
asymptotics
0 references
consistently varying tail
0 references
long tail
0 references
dominatedly varying tail
0 references
dependence
0 references
bidimensional risk model
0 references
geometric Lévy price process
0 references
infinite-time and finite-time ruin probabilities
0 references