Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model

DOI10.1080/03610926.2014.1000499zbMath1364.91068OpenAlexW2467615096MaRDI QIDQ2979013

Ke Ang Fu, Jie Li

Publication date: 2 May 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.1000499

zbMATH Keywords

uniformitydominatedly varying taillong taildiscounted aggregate claimstime-dependent risk model

Mathematics Subject Classification ID

Cites Work

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