Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619)
From MaRDI portal
scientific article; zbMATH DE number 7553820
Language | Label | Description | Also known as |
---|---|---|---|
English | Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations |
scientific article; zbMATH DE number 7553820 |
Statements
Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (English)
0 references
6 July 2022
0 references
bidimensional risk model
0 references
finite-time ruin probability
0 references
heavy-tailed claims
0 references
uniform asymptotics
0 references
tail asymptotic independence
0 references