Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
type: Item
instance of: scholarly article
title: Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
zbMATH Open document ID: 1275.91075
author: Yiqing Chen
author: Kai Wang Ng
author: Kam Chuen Yuen
published in: Applied Stochastic Models in Business and Industry
publication date: 2013-11-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6227418
zbMATH Keywords: asymptotics
zbMATH Keywords: heavy tail
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: renewal process
zbMATH Keywords: two-dimensional risk model
zbMATH Keywords: uniformity
MaRDI profile type: MaRDI publication profile
full work available at URL: asmb.834
OpenAlex ID: W2069980569
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DOI: 10.1002/ASMB.834
description: scientific article; zbMATH DE number 6227418