The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962)
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scientific article; zbMATH DE number 6402209
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| English | The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks |
scientific article; zbMATH DE number 6402209 |
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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (English)
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11 February 2015
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asymptotics
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long-tailed and dominatedly-varying-tailed distribution
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financial and insurance risks
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finite-time ruin probability
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bivariate Sarmanov distribution
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0.9397211074829102
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0.9058265686035156
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0.8860942721366882
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0.8797292709350586
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