Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence

DOI10.1080/17442508.2020.1844706zbMath1496.60109OpenAlexW3105600057MaRDI QIDQ5086717

Bingzhen Geng, Huimin Sun, Shi-jie Wang

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1844706

zbMATH Keywords

bidimensional risk modelstrongly subexponential distributioncommon shock dependenceuniform asymptoticsum-ruin probability

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Risk models (general) (91B05)

Related Items (1)

Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims

Cites Work

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