Finite time ruin probability with heavy-tailed insurance and financial risks (Q2432787)
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scientific article; zbMATH DE number 5067570
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| English | Finite time ruin probability with heavy-tailed insurance and financial risks |
scientific article; zbMATH DE number 5067570 |
Statements
Finite time ruin probability with heavy-tailed insurance and financial risks (English)
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25 October 2006
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subexponentiality
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independent product
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ruin probability
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financial risk
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insurance risk
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0.9371418952941896
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0.9081400036811828
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0.9028438329696656
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0.8863300085067749
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