Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190): Difference between revisions

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+https://doi.org/10.1080/03610926.2012.715711
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+W2030793053
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+The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+Publication:2876190