Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims

DOI10.1016/j.spl.2016.03.005zbMath1414.91217OpenAlexW2298726439MaRDI QIDQ277262

Bin Zhang, Dawei Lu

Publication date: 4 May 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.03.005

zbMATH Keywords

large deviationrenewal counting processgeneralized risk modelstrongly subexponential class

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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