Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
type: Item
instance of: scholarly article
title: Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
zbMATH Open document ID: 1348.91155
author: Tao Jiang
author: Yang Chen
author: Hui Xu
author: Yuebao Wang
published in: Insurance Mathematics \& Economics
publication date: 2015-09-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6481760
zbMATH Keywords: subexponential distribution
zbMATH Keywords: time dependence
zbMATH Keywords: bidimensional renewal model
zbMATH Keywords: finite-time ruin probabilities
zbMATH Keywords: uniform asymptotic estimate
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2015.04.006
OpenAlex ID: W1993049408
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DOI: 10.1016/J.INSMATHECO.2015.04.006
description: scientific article; zbMATH DE number 6481760