Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634)
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English | Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims |
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Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (English)
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28 January 2015
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asymptotics
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bidimensional renewal risk model
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Farlie-Gumbel-Morgenstern distribution
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ruin probability
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subexponentiality
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