Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns

DOI10.1080/17442508.2023.2236743MaRDI QIDQ6647783

Zhangting Chen, Dong Ya Cheng, Mingjun Li

Publication date: 3 December 2024

Published in: Stochastics (Search for Journal in Brave)

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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