Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals
DOI10.1080/03610926.2018.1529242OpenAlexW2901700328WikidataQ128879272 ScholiaQ128879272MaRDI QIDQ5077974
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1529242
ruin probabilityHawkes processbidimensional risk modelconsistent variationnon-stationary arrival process
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics (62-XX) Large deviations (60F10)
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