Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425)
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English | Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations |
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Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (English)
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13 June 2017
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discrete-time risk model with insurance and financial risks
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pairwise asymptotical independence
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dominated variation
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ruin probability
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crude Monte Carlo simulation
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