The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066)
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scientific article; zbMATH DE number 7405685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks |
scientific article; zbMATH DE number 7405685 |
Statements
The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (English)
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1 October 2021
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bivariate Sarmanov distribution
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dependent insurance and financial risks
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finite-time ruin probability
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GARCH discounted factors
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heavy-tailed distribution
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