Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims

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<dc:creator>Yang, Haizhong</dc:creator>
<dc:date>2014-09-01</dc:date>
<dc:description xml:lang="es">Sumario: This paper considers a bidimensional renewal risk model with constant interest force and dependent subexponential claims. Under the assumption that the claim size vectors form a sequence of independent and identically distributed random vectors following a common bivariate FarlieGumbelMorgenstern distribution, we derive for the finite-time ruin probability an explicit asymptotic formula.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/149288.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims</dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/09/2014 Volumen 58 Número 1 - septiembre 2014 </dc:relation>
</rdf:Description>
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