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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| English | 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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0.9067962765693665
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0.8899328708648682
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0.8789616227149963
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0.8736253380775452
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