Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses

DOI10.1080/17442508.2024.2315272zbMATH Open1539.62311MaRDI QIDQ6550285FDOQ6550285

Authors: Hongxia Wang, Qi Su 

Publication date: 5 June 2024

Published in: Stochastics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)

Cites Work

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