Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425)
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scientific article; zbMATH DE number 6227418
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| English | Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims |
scientific article; zbMATH DE number 6227418 |
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Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (English)
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15 November 2013
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asymptotics
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heavy tail
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finite-time ruin probability
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renewal process
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two-dimensional risk model
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uniformity
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