The impact on ruin probabilities of the association structure among financial risks (Q2467388)
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scientific article; zbMATH DE number 5228841
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| English | The impact on ruin probabilities of the association structure among financial risks |
scientific article; zbMATH DE number 5228841 |
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The impact on ruin probabilities of the association structure among financial risks (English)
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21 January 2008
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asymptotics
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Farlie-Gumbel-Morgenstern distribution
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stationary process
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ruin probability
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