Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (Q2227313)
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scientific article; zbMATH DE number 7309985
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| English | Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims |
scientific article; zbMATH DE number 7309985 |
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Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims (English)
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15 February 2021
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bidimensional renewal risk model
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ruin probability
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subexponential distribution
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strongly asymptotic independence
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0.9523841738700868
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0.94229394197464
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0.9261658191680908
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0.9225398302078248
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