On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+K10
@@ Property / Mathematics Subject Classification ID: 60K10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6579264
@@ Property / zbMATH DE Number: 6579264 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bidimensional risk model
@@ Property / zbMATH Keywords: bidimensional risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consistent variation
@@ Property / zbMATH Keywords: consistent variation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite-time ruin probability
@@ Property / zbMATH Keywords: finite-time ruin probability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy process
@@ Property / zbMATH Keywords: Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic return
@@ Property / zbMATH Keywords: stochastic return / rank @@
+Normal rank

Revision as of 18:45, 27 June 2023