Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (Q2097495)
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scientific article; zbMATH DE number 7616048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations |
scientific article; zbMATH DE number 7616048 |
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Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations (English)
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14 November 2022
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bidimensional risk model
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finite-time ruin probability
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subexponential distribution
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long-tailed distribution
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crude Monte Carlo simulation
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