Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:25, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation for the ruin probabilities in a discrete time risk model with dependent risks |
scientific article |
Statements
Approximation for the ruin probabilities in a discrete time risk model with dependent risks (English)
0 references
26 August 2010
0 references
asymptotics
0 references
nonconstant interest rates
0 references
ruin probability
0 references
dependent risks
0 references
discrete time risk model
0 references
