The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467)
From MaRDI portal
scientific article; zbMATH DE number 6879779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks |
scientific article; zbMATH DE number 6879779 |
Statements
The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (English)
0 references
1 June 2018
0 references
asymptotic estimate
0 references
bivariate Sarmanov distribution
0 references
dependent insurance and financial risks
0 references
heavy tail
0 references
one-sided linear process
0 references
ruin probability
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
