The impact on ruin probabilities of the association structure among financial risks (Q2467388)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The impact on ruin probabilities of the association structure among financial risks
scientific article

    Statements

    The impact on ruin probabilities of the association structure among financial risks (English)
    0 references
    0 references
    0 references
    21 January 2008
    0 references
    0 references
    asymptotics
    0 references
    Farlie-Gumbel-Morgenstern distribution
    0 references
    stationary process
    0 references
    ruin probability
    0 references
    0 references