Asymptotic results for ruin probability of a two-dimensional renewal risk model (Q4916402)
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scientific article; zbMATH DE number 6156468
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| English | Asymptotic results for ruin probability of a two-dimensional renewal risk model |
scientific article; zbMATH DE number 6156468 |
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Asymptotic Results for Ruin Probability of a Two-Dimensional Renewal Risk Model (English)
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22 April 2013
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asymptotics
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extended negatively orthant dependent
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finite-time ruin probability
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heavy-tailed claim
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two-dimensional renewal risk model
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0.9232317805290222
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0.9181127548217772
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0.9170671105384828
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0.9133123159408568
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0.9090489149093628
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