Two-dimensional ruin probability for subexponential claim size

Two-dimensional ruin probability for subexponential claim size Full article

Journal

Probability and Mathematical Statistics
ISSN: 0208-4147

Output data

Year: 2017, Volume: 37, Number: 2, Pages: 319--335 Pages count :

Tags

Ruin probability; Subexponential distribution; Two-dimensional risk process

Authors

Foss Sergei Georgievich ^1,2,3 , Korshunov D ^3,4 , Palmowski Z. ⁵ , Rolski T. ⁶

Affiliations

1	Sobolev Institute of Mathematics
2	Heriot-Watt University
3	Novosibirsk State University
4	Lancaster University
5	Wrocław University of Science and Technology
6	University of Wrocław

Foss S.G. , Korshunov D. , Palmowski Z. , Rolski T.
Two-dimensional ruin probability for subexponential claim size
Probability and Mathematical Statistics. 2017. V.37. N2. P.319--335. Scopus

Scopus:

2-s2.0-85039807384

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