Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966)
From MaRDI portal
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