Ruin probabilities for two risk models with asymptotically independent and dependent classes (Q6494781)
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scientific article; zbMATH DE number 7840436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for two risk models with asymptotically independent and dependent classes |
scientific article; zbMATH DE number 7840436 |
Statements
Ruin probabilities for two risk models with asymptotically independent and dependent classes (English)
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30 April 2024
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classical risk model
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dependence structure
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Fourier transform method
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heavy-tailed distribution
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ruin probability
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