The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks |
scientific article |
Statements
The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (English)
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4 January 2012
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asymptotics
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Farlie-Gumbel-Morgenstern distribution
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maximum domain of attraction
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finite-time ruin probability
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subexponential distribution
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