Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (Q2374111)
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scientific article; zbMATH DE number 6663356
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| English | Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return |
scientific article; zbMATH DE number 6663356 |
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Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return (English)
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14 December 2016
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asymptotics
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dependence
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Lévy process
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multi-dimensional risk model
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multivariate regular variation
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stochastic return
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ruin probability
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0.8904358148574829
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0.87602698802948
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0.8696552515029907
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0.8601781725883484
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