The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks
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Publication:1782035
DOI10.1007/S10255-018-0768-4zbMath1401.62217OpenAlexW2887886845MaRDI QIDQ1782035
Chuan-wei Zhang, Shi-jie Wang, Xue-jun Wang, Wen Sheng Wang
Publication date: 18 September 2018
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-018-0768-4
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (2)
Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation ⋮ Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory
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