Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (Q2070151)
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scientific article; zbMATH DE number 7461766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims |
scientific article; zbMATH DE number 7461766 |
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Asymptotic infinite-time ruin probabilities for a bidimensional time-dependence risk model with heavy-tailed claims (English)
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21 January 2022
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bidimensional risk model
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time-dependence
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insurer-reinsurer
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consistently varying tails
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infinite-time ruin probability
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0.95558584
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0.9437095
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0.94281614
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0.94011015
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0.9387562
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0.93761855
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0.93730843
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