The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035)
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scientific article; zbMATH DE number 6938646
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| English | The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks |
scientific article; zbMATH DE number 6938646 |
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The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (English)
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18 September 2018
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discrete-time risk model
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finite-time ruin probability
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subexponentiality
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product
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dependence structure
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0.9072220325469972
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0.902137577533722
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0.8978215456008911
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0.8973915576934814
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