Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (Q2231611)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims |
scientific article |
Statements
Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims (English)
0 references
30 September 2021
0 references
bidimensional risk model
0 references
finite-time ruin probability
0 references
subexponential distribution
0 references
arbitrary dependence
0 references
0 references
0 references
0 references
0 references
0 references