Ruin probabilities under Sarmanov dependence structure (Q310666)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities under Sarmanov dependence structure |
scientific article |
Statements
Ruin probabilities under Sarmanov dependence structure (English)
0 references
8 September 2016
0 references
regular variation
0 references
product of random variables
0 references
ruin probabilities
0 references
Sarmanov distribution
0 references
