Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2013.03.029 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1992925416 / rank | |||
Normal rank |
Revision as of 23:38, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail |
scientific article |
Statements
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (English)
0 references
6 December 2013
0 references
ruin probability
0 references
two-dimensional model
0 references
extended regular variation distributions
0 references