Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

DOI10.1016/j.insmatheco.2014.07.007zbMath1304.60100OpenAlexW2018500191MaRDI QIDQ2513634

Jinzhu Li, Hai-Zhong Yang

Publication date: 28 January 2015

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.07.007

zbMATH Keywords

asymptoticsruin probabilityFarlie-Gumbel-Morgenstern distributionsubexponentialitybidimensional renewal risk model

Mathematics Subject Classification ID

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