The impact on ruin probabilities of the association structure among financial risks (Q2467388): Difference between revisions

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Latest revision as of 15:37, 27 June 2024

scientific article
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The impact on ruin probabilities of the association structure among financial risks
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    The impact on ruin probabilities of the association structure among financial risks (English)
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    21 January 2008
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    asymptotics
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    Farlie-Gumbel-Morgenstern distribution
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    stationary process
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    ruin probability
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