Some asymptotic results of the ruin probabilities in a bidimensional renewal risk model with Brownian perturbation
DOI10.2298/FIL1910243LzbMATH Open1499.91023OpenAlexW3008125658MaRDI QIDQ5863683FDOQ5863683
Authors: Dawei Lu, Jiao Du, Hui Song 
Publication date: 3 June 2022
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1910243l
asymptoticsruin probabilitiessubexponential classBrownian perturbationbidimensional renewal risk model
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)
Cites Work
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