Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (Q5086717)
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scientific article; zbMATH DE number 7554011
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| English | Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence |
scientific article; zbMATH DE number 7554011 |
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Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence (English)
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7 July 2022
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bidimensional risk model
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common shock dependence
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sum-ruin probability
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strongly subexponential distribution
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uniform asymptotic
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0.8866789937019348
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0.8861094117164612
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0.8811115622520447
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0.8695119619369507
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