Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114)
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scientific article; zbMATH DE number 6591205
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| English | Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims |
scientific article; zbMATH DE number 6591205 |
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Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (English)
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9 June 2016
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asymptotics
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two-dimensional delayed renewal risk model
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finite-time and infinite-time ruin probabilities
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bivariate Sarmanov dependence
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subexponentiality
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extended regular variation
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