Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks (Q2876190)
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scientific article; zbMATH DE number 6331046
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| English | Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks |
scientific article; zbMATH DE number 6331046 |
Statements
Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks (English)
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18 August 2014
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discrete-time risk model with insurance and financial risks
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finite-time ruin probability
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Gumbel maximum domain of attraction
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subexponential distribution
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extended-varying-tailed distribution
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0.8958709836006165
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0.8863872289657593
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0.8821641802787781
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0.8799955248832703
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0.8773860931396484
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