二维离散时间风险模型中毁坏概率的渐近性,该模型具有依赖性和持续变化的尾部净损失

Hongxia Wang, Qi Su, Yang Yang
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引用次数: 0

摘要

考虑一家经营两种业务的保险公司,因此会收到两种类型的保险净损失。在利率不变的二维离散时间风险模型中,净损失...
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
Consider an insurer who operates two lines of businesses and hence receives two types of insurance net losses. In the bidimensional discrete-time risk model with a constant interest rate, the net l...
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