Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (Q6544208)
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scientific article; zbMATH DE number 7853844
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| English | Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions |
scientific article; zbMATH DE number 7853844 |
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Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions (English)
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27 May 2024
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Boole's inequality
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Farlie-Gumbel-Morgenstern copula
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heavy-tailed distribution
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renewal risk model
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ruin probability
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0.861436128616333
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0.8468920588493347
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0.8417983055114746
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