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• W2069980569 abstract "In this paper, we consider two dependent classes of insurance business with heavy-tailed claims. The dependence comes from the assumption that claim arrivals of the two classes are governed by a common renewal counting process. We study two types of ruin in the two-dimensional framework. For each type of ruin, we establish an asymptotic formula for the finite-time ruin probability. These formulae possess a certain uniformity feature in the time horizon. Copyright © 2010 John Wiley & Sons, Ltd." @default.
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• W2069980569 date "2010-03-09" @default.
• W2069980569 modified "2023-10-01" @default.
• W2069980569 title "Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims" @default.
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• W2069980569 doi "https://doi.org/10.1002/asmb.834" @default.
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