Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims

DOI10.1002/asmb.834zbMath1275.91075OpenAlexW2069980569MaRDI QIDQ2862425

Kai Wang Ng, Yiqing Chen, Kam-Chuen Yuen

Publication date: 15 November 2013

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.834

zbMATH Keywords

asymptoticsuniformityrenewal processheavy tailfinite-time ruin probabilitytwo-dimensional risk model

Mathematics Subject Classification ID

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