Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (Q2876190)

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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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