Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (Q1799143)
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scientific article; zbMATH DE number 6958138
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| English | Uniform asymptotics for finite-time ruin probability of a bidimensional risk model |
scientific article; zbMATH DE number 6958138 |
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Uniform asymptotics for finite-time ruin probability of a bidimensional risk model (English)
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18 October 2018
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bidimensional risk model
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finite-time ruin probability
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uniform asymptotics
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upper tail asymptotical independence
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positively quadrant dependence
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0.9214024543762208
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0.9201987385749816
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0.9141326546669006
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0.9131796360015868
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0.9129489064216614
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