Finite-time ruin probability of a compound risk model with dependent claim sizes (Q5382017)
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scientific article; zbMATH DE number 7071605
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| English | Finite-time ruin probability of a compound risk model with dependent claim sizes |
scientific article; zbMATH DE number 7071605 |
Statements
21 June 2019
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compound risk model
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finite-time ruin probability
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wide dependence
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asymptotics
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heavy-tailed distribution
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0.9620684385299684
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0.8868104219436646
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0.8813463449478149
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0.8768070936203003
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