Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634)

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Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
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    Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (English)
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    28 January 2015
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    asymptotics
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    bidimensional renewal risk model
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    Farlie-Gumbel-Morgenstern distribution
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    ruin probability
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    subexponentiality
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