On the ruin probabilities of a bidimensional perturbed risk model (Q997098): Difference between revisions

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Revision as of 21:18, 19 March 2024

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On the ruin probabilities of a bidimensional perturbed risk model
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    On the ruin probabilities of a bidimensional perturbed risk model (English)
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    19 July 2007
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    bidimensional risk model
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    diffusion
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    Farlie-Gumbel-Morgenstern distribution
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    martingale
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    Poisson process
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    ruin probability
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    subexponentiality
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