Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin with insurance and financial risks following the least risky FGM dependence structure |
scientific article |
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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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