Finite time ruin probability in a two-dimensional model with heavy-tailed insurance and financial risks (Q5322828)
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scientific article; zbMATH DE number 5585171
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| English | Finite time ruin probability in a two-dimensional model with heavy-tailed insurance and financial risks |
scientific article; zbMATH DE number 5585171 |
Statements
22 July 2009
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risk model
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ruin probability
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heavy-tailed distribution
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insurance risk
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financial risk
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0.9081400036811828
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0.8937996625900269
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0.8643010854721069
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0.8636227250099182
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0.8491475582122803
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