Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.insmatheco.2015.03.007 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2015.03.007 / rank | |||
Normal rank | |||
Latest revision as of 03:06, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin with insurance and financial risks following the least risky FGM dependence structure |
scientific article |
Statements
Ruin with insurance and financial risks following the least risky FGM dependence structure (English)
0 references
26 May 2015
0 references
asymptotics
0 references
Farlie-Gumbel-Morgenstern distribution
0 references
finite-time ruin probability
0 references
product of dependent random variables
0 references
subexponential distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
