Аннотация
We analyse the asymptotics of ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premiums in some specified proportions when the initial reserves of both companies tend to infinity, and generic claim size is subexponential.
Язык оригинала | английский |
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Страницы (с-по) | 319-335 |
Число страниц | 17 |
Журнал | Probability and Mathematical Statistics |
Том | 37 |
Номер выпуска | 2 |
DOI | |
Состояние | Опубликовано - 2017 |