Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
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Publication:2513634
DOI10.1016/j.insmatheco.2014.07.007zbMath1304.60100OpenAlexW2018500191MaRDI QIDQ2513634
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.07.007
asymptoticsruin probabilityFarlie-Gumbel-Morgenstern distributionsubexponentialitybidimensional renewal risk model
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Cites Work
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