Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (Q2252327)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest |
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Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion with constant force of interest (English)
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17 July 2014
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uniform asymptotics
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finite-time ruin probability
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diffusion
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asymptotic independence
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counting process
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widely lower orthant dependence
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