The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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Publication:3108473
DOI10.1239/jap/1324046017zbMath1230.91069MaRDI QIDQ3108473
Publication date: 4 January 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1324046017
asymptotics; subexponential distribution; Farlie-Gumbel-Morgenstern distribution; finite-time ruin probability; maximum domain of attraction
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E10: Characterization and structure theory of statistical distributions
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