Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190)
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English | Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks |
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Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (English)
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18 August 2014
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discrete-time risk model with insurance and financial risks
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finite-time ruin probability
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Gumbel maximum domain of attraction
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subexponential distribution
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extended-varying-tailed distribution
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