Ruin probabilities under Sarmanov dependence structure (Q310666): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G70 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6625431 / rank | |||
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| Property / zbMATH Keywords | |||
regular variation | |||
| Property / zbMATH Keywords: regular variation / rank | |||
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product of random variables | |||
| Property / zbMATH Keywords: product of random variables / rank | |||
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ruin probabilities | |||
| Property / zbMATH Keywords: ruin probabilities / rank | |||
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Sarmanov distribution | |||
| Property / zbMATH Keywords: Sarmanov distribution / rank | |||
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Revision as of 23:54, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities under Sarmanov dependence structure |
scientific article |
Statements
Ruin probabilities under Sarmanov dependence structure (English)
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8 September 2016
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regular variation
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product of random variables
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ruin probabilities
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Sarmanov distribution
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