Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (Q4576955)
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scientific article; zbMATH DE number 6901741
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| English | Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks |
scientific article; zbMATH DE number 6901741 |
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Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks (English)
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11 July 2018
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asymptotics
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dependence
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dominated variation
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financial risk
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insurance risk
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ruin probability
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0.948657751083374
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0.9480459094047546
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0.9244208931922911
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0.9168488383293152
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