Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims (Q2513634)
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scientific article; zbMATH DE number 6391865
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| English | Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims |
scientific article; zbMATH DE number 6391865 |
Statements
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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0.943869411945343
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0.9343239665031432
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0.9338126182556152
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0.9225398302078248
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0.9204680919647216
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