Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963)
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scientific article; zbMATH DE number 6654896
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims |
scientific article; zbMATH DE number 6654896 |
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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (English)
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21 November 2016
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asymptotics
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dependence
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multidimensional renewal risk model
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multivariate regular variation
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ruin probability
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0.95467335
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0.9482132
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0.9465136
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0.94239515
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0.94035167
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0.93487895
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0.93153685
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