Asymptotic behavior for sum ruin probability of a generalized bidimensional risk model with heavy-tailed claims

DOI10.1080/03610926.2022.2055072OpenAlexW4226372223MaRDI QIDQ6053892

Dong Ya Cheng, Zhangting Chen, Bingjie Wang, Ji Gao Yan

Publication date: 24 October 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2055072

zbMATH Keywords

bidimensional risk modelheavy-tailed claimarbitrarily dependentsum ruin probability

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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