Asymptotic sum-ruin probability for a bidimensional renewal risk model with subexponential claims
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Publication:6106178
DOI10.1080/03610926.2021.1944215OpenAlexW3177936255MaRDI QIDQ6106178
Shi-jie Wang, Bingzhen Geng, Huimin Sun
Publication date: 27 June 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1944215
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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