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
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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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