Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2015.03.007 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.007 / rank
 
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Property / OpenAlex ID: W2037694287 / rank
 
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Latest revision as of 03:06, 18 December 2024

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Ruin with insurance and financial risks following the least risky FGM dependence structure
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    Ruin with insurance and financial risks following the least risky FGM dependence structure (English)
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    26 May 2015
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    asymptotics
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    Farlie-Gumbel-Morgenstern distribution
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    finite-time ruin probability
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    product of dependent random variables
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    subexponential distribution
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