Asymptotics for a bidimensional risk model with two geometric Lévy price processes (Q2313745)
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scientific article; zbMATH DE number 7084377
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| English | Asymptotics for a bidimensional risk model with two geometric Lévy price processes |
scientific article; zbMATH DE number 7084377 |
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Asymptotics for a bidimensional risk model with two geometric Lévy price processes (English)
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23 July 2019
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asymptotics
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consistently varying tail
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long tail
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dominatedly varying tail
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dependence
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bidimensional risk model
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geometric Lévy price process
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infinite-time and finite-time ruin probabilities
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0.8826952
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0.8811594
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0.87525535
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0.8664557
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0.8654493
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0.8627123
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0.8618798
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0.8607373
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