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Two-dimensional ruin probability for subexponential claim size

Research output: Contribution to journal › Article › peer-review

DOI

https://doi.org/10.19195/0208-4147.37.2.7
Final published version

Sergey Foss
Dmitry Korshunov
Zbigniew Palmowski
Tomasz Rolski

Original language	English
Pages (from-to)	319-335
Number of pages	17
Journal	Probability and Mathematical Statistics
Volume	37
Issue number	2
DOIs	https://doi.org/10.19195/0208-4147.37.2.7
Publication status	Published - 2017

OECD FOS+WOS

Research areas

Ruin probability, Subexponential distribution, Two-dimensional risk process

ID: 9642614