Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017)
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scientific article; zbMATH DE number 7554632
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| English | Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims |
scientific article; zbMATH DE number 7554632 |
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Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (English)
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8 July 2022
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bidimensional 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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0.9192456603050232
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0.9187843799591064
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0.9025640487670898
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0.9008259773254396
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