Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103): Difference between revisions

@@ Property / DOI @@
-.1016/j.spl.2010.04.014
@@ Property / DOI: 10.1016/j.spl.2010.04.014 / rank @@
-Normal rank
@@ Property / author @@
-Yin-Feng Wang
@@ Property / author: Yin-Feng Wang / rank @@
-Normal rank
@@ Property / author @@
-Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
-Normal rank
@@ Property / author @@
+Yin-Feng Wang
@@ Property / author: Yin-Feng Wang / rank @@
+Normal rank
@@ Property / author @@
+Chuan-Cun Yin
@@ Property / author: Chuan-Cun Yin / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2010.04.014
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+W2043720915
@@ Property / OpenAlex ID: W2043720915 / rank @@
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@@ Property / cites work @@
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+The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails
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+Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory
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+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
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+Approximation of the tail probability of randomly weighted sums and applications
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@@ Property / DOI @@
+.1016/J.SPL.2010.04.014
@@ Property / DOI: 10.1016/J.SPL.2010.04.014 / rank @@
+Normal rank