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Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns
In this paper, we consider a two-dimensional nonstandard renewal risk model with stochastic returns, in which the two lines of claim sizes form a sequence of independent and identically distributed random vectors following a bivariate Sarmanov distribution, and the two claim-number processes satisfy...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6244751/ https://www.ncbi.nlm.nih.gov/pubmed/30839840 http://dx.doi.org/10.1186/s13660-018-1913-6 |