On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ruin probability in a dependent discrete time risk model with insurance and financial risks |
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On the ruin probability in a dependent discrete time risk model with insurance and financial risks (English)
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14 May 2012
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finite-time ruin probability
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ultimate ruin probability
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asymptotic independence
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insurance risk
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financial risk
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heavy tailed distribution
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