Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
Article first published online: 9 MAR 2010
Copyright © 2010 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 27, Issue 3, pages 290–300, May/June 2011
How to Cite
Chen, Y., Yuen, K. C. and Ng, K. W. (2011), Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims. Appl. Stochastic Models Bus. Ind., 27: 290–300. doi: 10.1002/asmb.834
- Issue published online: 9 MAR 2010
- Article first published online: 9 MAR 2010
- Manuscript Accepted: 11 JAN 2010
- Manuscript Revised: 26 OCT 2009
- Manuscript Received: 5 MAY 2009
- University of Hong Kong
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