A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178): Difference between revisions
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| Property / DOI: 10.1016/j.spl.2018.04.003 / rank | |||
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Latest revision as of 00:35, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model |
scientific article |
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A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (English)
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21 June 2018
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asymptotics
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bidimensional renewal risk model
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dependence
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extended regular variation
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ruin probability
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subexponential class
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