Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (Q2359999)
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scientific article; zbMATH DE number 6735253
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| English | Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns |
scientific article; zbMATH DE number 6735253 |
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Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns (English)
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23 June 2017
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two-dimensional risk model
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investment return
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regular variation
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Sarmanov dependence
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ruin probability
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0.8887509107589722
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0.8821401000022888
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0.875673234462738
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0.8703227043151855
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