On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837): Difference between revisions

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finite-time ruin probability
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ultimate ruin probability
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asymptotic independence
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insurance risk
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financial risk
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heavy tailed distribution
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Revision as of 21:51, 29 June 2023

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On the ruin probability in a dependent discrete time risk model with insurance and financial risks
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    On the ruin probability in a dependent discrete time risk model with insurance and financial risks (English)
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    14 May 2012
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    finite-time ruin probability
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    ultimate ruin probability
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    asymptotic independence
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    insurance risk
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    financial risk
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    heavy tailed distribution
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