Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments |
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Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (English)
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6 October 2017
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dominatedly varying tail
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Farlie-Gumbel-Morgenstern distribution
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long tail
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investment return
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ruin
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risk model
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bivariate
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Lévy process
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