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Asymptotics for ultimate ruin probability in a by-claim risk model - MaRDI portal

Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830)

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scientific article; zbMATH DE number 7357597
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Asymptotics for ultimate ruin probability in a by-claim risk model
scientific article; zbMATH DE number 7357597

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    Asymptotics for ultimate ruin probability in a by-claim risk model (English)
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    10 June 2021
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    ultimate ruin probability
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    asymptotic behavior
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    main claim and by-claim
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    bivariate regular variation
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