Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
type: Item
instance of: scholarly article
title: Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
author: Zaiming Liu
author: Bingzhen Geng
author: Shijie Wang
published in: Applied Mathematics. Series B (English Edition)
publication date: 2024-05-22T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 7852117
zbMATH Keywords: bidimensional risk model
zbMATH Keywords: asymptotic formula
zbMATH Keywords: subexponential distribution
zbMATH Keywords: consistently varying tail
zbMATH Keywords: ruin probability
MaRDI profile type: MaRDI publication profile
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DOI: 10.1007/S11766-024-4213-6
description: scientific article; zbMATH DE number 7852117