Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims
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Publication:277262
DOI10.1016/j.spl.2016.03.005zbMath1414.91217OpenAlexW2298726439MaRDI QIDQ277262
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
Asymptotic distribution theory in statistics (62E20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)
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