Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (Q5087017)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7554632
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims |
scientific article; zbMATH DE number 7554632 |
Statements
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims (English)
0 references
8 July 2022
0 references
bidimensional renewal risk model
0 references
heavy-tailed distributions
0 references
finite-time ruin probabilities
0 references
uniform asymptotics
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9192456603050232
0 references
0.9187843799591064
0 references
0.9025640487670898
0 references
0.9008259773254396
0 references
