Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (Q383966)
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scientific article; zbMATH DE number 6236353
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| English | Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail |
scientific article; zbMATH DE number 6236353 |
Statements
Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail (English)
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6 December 2013
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ruin probability
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two-dimensional model
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extended regular variation distributions
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0.94615644
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0.9375943
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0.93510836
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0.93370545
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0.93317604
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0.9321462
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0.9300451
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0.9283787
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