On the asymptotic ruin probability with some specific stochastic discount factors (Q3605293)
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scientific article; zbMATH DE number 5509938
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| English | On the asymptotic ruin probability with some specific stochastic discount factors |
scientific article; zbMATH DE number 5509938 |
Statements
23 February 2009
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tail probability
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finite and infinite time ruin probabilities
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Farlie-Gumbel-Morgenstern distributions
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0.8364466428756714
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0.8294796347618103
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0.8277857899665833
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0.8263129591941833
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