Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937)
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scientific article; zbMATH DE number 6376024
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| English | Ruin probabilities with insurance and financial risks having an FGM dependence structure |
scientific article; zbMATH DE number 6376024 |
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Ruin probabilities with insurance and financial risks having an FGM dependence structure (English)
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2 December 2014
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asymptotics
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Farlie-Gumbel-Morgenstern distribution
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quasi-asymptotic independence
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regular variation
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ruin probabilities
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0.8781630992889404
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0.8769497275352478
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0.8712584972381592
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0.8693761825561523
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