Uniform asymptotics for ruin probability of a two-dimensional dependent renewal risk model
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Publication:2830192
DOI10.1080/03610926.2014.955117zbMath1358.62082OpenAlexW2476198423MaRDI QIDQ2830192
Qingwu Gao, Xijun Liu, Ermin Guo
Publication date: 9 November 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.955117
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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