Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims |
scientific article |
Statements
Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (English)
0 references
4 May 2016
0 references
large deviation
0 references
strongly subexponential class
0 references
generalized risk model
0 references
renewal counting process
0 references
0 references
0 references
0 references
0 references
