Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (Q5086619)

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scientific article; zbMATH DE number 7553820
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Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations
scientific article; zbMATH DE number 7553820

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    Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations (English)
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    6 July 2022
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    bidimensional risk model
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    finite-time ruin probability
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    heavy-tailed claims
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    uniform asymptotics
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    tail asymptotic independence
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