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Asymptotic ruin probabilities for a bidimensional renewal risk model - MaRDI portal

Asymptotic ruin probabilities for a bidimensional renewal risk model (Q4584665)

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scientific article; zbMATH DE number 6931410
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English
Asymptotic ruin probabilities for a bidimensional renewal risk model
scientific article; zbMATH DE number 6931410

    Statements

    title
    Asymptotic ruin probabilities for a bidimensional renewal risk model (English)
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    author
    Hai-Zhong Yang
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    Jinzhu Li
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    published in
    Stochastics
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    publication date
    4 September 2018
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    zbMATH Keywords
    asymptotics
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    bidimensional renewal risk model
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    ruin probability
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    subexponential class
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    extended regular variation
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    cites work
    Q4726487
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    Q4343010
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    Identifiers

    zbMATH DE Number
    6931410
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    OpenAlex ID
    W2609936126
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