Locally and globally uniform approximations for ruin probabilities of a nonstandard bidimensional risk model with subexponential claims
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Publication:6542582
DOI10.1007/s11766-024-4213-6MaRDI QIDQ6542582
Bingzhen Geng, Shi-jie Wang, Zai-Ming Liu
Publication date: 22 May 2024
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
asymptotic formularuin probabilitysubexponential distributionbidimensional risk modelconsistently varying tail
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
Cites Work
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