On the asymptotic ruin probability with some specific stochastic discount factors

zbMATH Open1199.62057MaRDI QIDQ3605293FDOQ3605293

Raluca Vernic

Publication date: 23 February 2009

zbMATH Keywords

tail probabilityFarlie-Gumbel-Morgenstern distributionsfinite and infinite time ruin probabilities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Subexponentiality of the product of dependent random variables

   Recommendations

• Title not available (Why is that?) 👍 👎
• Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation 👍 👎
• Title not available (Why is that?) 👍 👎
• Randomly weighted sums of dependent subexponential random variables with applications to risk theory 👍 👎
• Randomly weighted sums of subexponential random variables with application to ruin theory 👍 👎

This page was built for publication: On the asymptotic ruin probability with some specific stochastic discount factors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3605293)