Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims |
scientific article |
Statements
Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (English)
0 references
15 February 2021
0 references
bidimensional renewal risk model
0 references
ruin probability
0 references
subexponential distribution
0 references
strongly asymptotic independence
0 references