Ruin probabilities under Sarmanov dependence structure (Q310666)
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scientific article; zbMATH DE number 6625431
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| English | Ruin probabilities under Sarmanov dependence structure |
scientific article; zbMATH DE number 6625431 |
Statements
Ruin probabilities under Sarmanov dependence structure (English)
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8 September 2016
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regular variation
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product of random variables
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ruin probabilities
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Sarmanov distribution
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0.8607430458068848
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0.8304015398025513
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0.8255575299263
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0.8205223679542542
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0.8198451399803162
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