Uniform asymptotic estimate for finite-time ruin probabilities of a time-dependent bidimensional renewal model
Tao Jiang; Yuebao Wang; Yang Chen; Hui Xu
| Year of publication: |
2015
|
|---|---|
| Authors: | Jiang, Tao ; Wang, Yuebao ; Chen, Yang ; Xu, Hui |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 45-53
|
| Subject: | Subexponential distribution | Time dependence | Bidimensional renewal model | Finite-time ruin probabilities | Uniform asymptotic estimate | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397932