The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks
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Publication:4563467
DOI10.1080/03610926.2016.1202281zbMath1390.91197MaRDI QIDQ4563467
Fenglong Guo, Rongfei Liu, Ding Cheng Wang
Publication date: 1 June 2018
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1202281
asymptotic estimate; ruin probability; heavy tail; bivariate Sarmanov distribution; one-sided linear process; dependent insurance and financial risks
62P05: Applications of statistics to actuarial sciences and financial mathematics
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