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Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims - MaRDI portal

Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (Q2862425)

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scientific article; zbMATH DE number 6227418
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English
Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
scientific article; zbMATH DE number 6227418

    Statements

    Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims (English)
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    15 November 2013
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    asymptotics
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    heavy tail
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    finite-time ruin probability
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    renewal process
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    two-dimensional risk model
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    uniformity
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