Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims |
scientific article |
Statements
Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (English)
0 references
9 June 2016
0 references
asymptotics
0 references
two-dimensional delayed renewal risk model
0 references
finite-time and infinite-time ruin probabilities
0 references
bivariate Sarmanov dependence
0 references
subexponentiality
0 references
extended regular variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
