Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (Q5077974)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals |
scientific article; zbMATH DE number 7529914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals |
scientific article; zbMATH DE number 7529914 |
Statements
Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals (English)
0 references
20 May 2022
0 references
bidimensional risk model
0 references
consistent variation
0 references
Hawkes process
0 references
non-stationary arrival process
0 references
ruin probability
0 references
0 references
0 references
0 references
