Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (Q5077384)
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scientific article; zbMATH DE number 7528859
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| English | Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times |
scientific article; zbMATH DE number 7528859 |
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Asymptotic ruin probabilities of a two-dimensional renewal risk model with dependent inter-arrival times (English)
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18 May 2022
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two-dimensional renewal risk model
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heavy-tailed distributions
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finite-time ruin probabilities
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uniform asymptotics
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0.9368366599082948
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0.9170671105384828
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0.9170048236846924
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0.9169953465461732
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