The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims (Q2979971)
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scientific article; zbMATH DE number 6708525
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| English | The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims |
scientific article; zbMATH DE number 6708525 |
Statements
The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims (English)
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27 April 2017
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asymptotics
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bidimensional renewal risk model
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Frlie-Gumbel-Morgenstern distribution
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ruin probability
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extended regular variation
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0.943869411945343
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0.9174163937568665
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0.9129766821861268
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0.9002681374549866
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0.8975520133972168
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