Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (Q6540872)
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scientific article; zbMATH DE number 7850463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns |
scientific article; zbMATH DE number 7850463 |
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Uniform asymptotics for finite-time ruin probabilities of a bidimensional compound risk model with stochastic returns (English)
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17 May 2024
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bidimensional compound risk model
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stochastic return
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heavy-tailed claim
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upper tail asymptotically independent claim
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finite-time ruin probability
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arbitrary dependence
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