Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
DOI10.1007/S11766-024-4213-6MaRDI QIDQ6542582FDOQ6542582
Authors: Zaiming Liu, Bingzhen Geng, Shijie Wang
Publication date: 22 May 2024
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
ruin probabilityasymptotic formulabidimensional risk modelsubexponential distributionconsistently varying tail
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
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