The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066)
From MaRDI portal
scientific article; zbMATH DE number 7405685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks |
scientific article; zbMATH DE number 7405685 |
Statements
The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (English)
0 references
1 October 2021
0 references
bivariate Sarmanov distribution
0 references
dependent insurance and financial risks
0 references
finite-time ruin probability
0 references
GARCH discounted factors
0 references
heavy-tailed distribution
0 references
0 references
0 references
0 references
0 references
0 references
