Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (Q6044209)
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scientific article; zbMATH DE number 7686696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims |
scientific article; zbMATH DE number 7686696 |
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Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims (English)
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17 May 2023
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asymptotic behavior
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ruin probability
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multidimensional risk model
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geometric Lévy price process of investment portfolio
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multivariate regular variation
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