Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (Q6542582)
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scientific article; zbMATH DE number 7852117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims |
scientific article; zbMATH DE number 7852117 |
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Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims (English)
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22 May 2024
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bidimensional risk model
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asymptotic formula
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subexponential distribution
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consistently varying tail
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ruin probability
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