Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (Q1754541)
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scientific article; zbMATH DE number 6877092
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| English | Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks |
scientific article; zbMATH DE number 6877092 |
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Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks (English)
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31 May 2018
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asymptotics
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Sarmanov distribution
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finite-time ruin probability
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light-tailed distribution class
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0.9397211074829102
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0.9331127405166626
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0.9292573928833008
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0.9168488383293152
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