Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations |
scientific article |
Statements
Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (English)
0 references
14 November 2022
0 references
bidimensional risk model
0 references
finite-time ruin probability
0 references
subexponential distribution
0 references
long-tailed distribution
0 references
crude Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
