Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
DOI10.1186/s13660-018-1913-6zbMath1498.62189OpenAlexW2901652583WikidataQ59796007 ScholiaQ59796007MaRDI QIDQ824890
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1913-6
ruin probabilitiesstochastic returnstwo-dimensional risk modeldominated-variation distributionsuniform asymptotic formulas
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Sums of independent random variables; random walks (60G50) Risk models (general) (91B05)
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Cites Work
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