Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974)
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scientific article; zbMATH DE number 7529914
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| English | Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals |
scientific article; zbMATH DE number 7529914 |
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Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (English)
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20 May 2022
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bidimensional risk model
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consistent variation
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Hawkes process
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non-stationary arrival process
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ruin probability
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