Ruin with insurance and financial risks following the least risky FGM dependence structure (Q2347062)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Ruin with insurance and financial risks following the least risky FGM dependence structure |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin with insurance and financial risks following the least risky FGM dependence structure |
scientific article |
Statements
Ruin with insurance and financial risks following the least risky FGM dependence structure (English)
0 references
26 May 2015
0 references
asymptotics
0 references
Farlie-Gumbel-Morgenstern distribution
0 references
finite-time ruin probability
0 references
product of dependent random variables
0 references
subexponential distribution
0 references
