Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
type: Item
instance of: scholarly article
title: Asymptotic estimates for finite-time ruin probabilities in a generalized dependent bidimensional risk model with CMC simulations
author: Xinru Ji
author: Bingjie Wang
author: Ji Gao Yan
author: Dongya Cheng
published in: Journal of Industrial and Management Optimization
publication date: 2022-11-14T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 7616048
zbMATH Keywords: bidimensional risk model
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: subexponential distribution
zbMATH Keywords: long-tailed distribution
zbMATH Keywords: crude Monte Carlo simulation
MaRDI profile type: Publication
full work available at URL: jimo.2022036
OpenAlex ID: W4226158648
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DOI: 10.3934/JIMO.2022036
description: scientific article; zbMATH DE number 7616048