The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6607763 / rank | |||
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| Property / zbMATH Keywords | |||
asymptotic estimate | |||
| Property / zbMATH Keywords: asymptotic estimate / rank | |||
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ruin probability | |||
| Property / zbMATH Keywords: ruin probability / rank | |||
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dependent insurance and financial risk | |||
| Property / zbMATH Keywords: dependent insurance and financial risk / rank | |||
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heavy tail | |||
| Property / zbMATH Keywords: heavy tail / rank | |||
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Revision as of 08:40, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks |
scientific article |
Statements
The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (English)
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29 July 2016
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asymptotic estimate
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ruin probability
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dependent insurance and financial risk
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heavy tail
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