Ruin probabilities with insurance and financial risks having an FGM dependence structure

DOI10.1007/s11425-014-4775-5zbMath1388.62306OpenAlexW2044591561MaRDI QIDQ476937

Yingying Yang, Yu Chen

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4775-5

zbMATH Keywords

asymptoticsregular variationFarlie-Gumbel-Morgenstern distributionquasi-asymptotic independenceruin probabilities

Mathematics Subject Classification ID

Related Items (4)

Extensions of Breiman's theorem of product of dependent random variables with applications to ruin theory ⋮ Revisiting the product of random variables ⋮ Random difference equations with subexponential innovations ⋮ The product distribution of dependent random variables with applications to a discrete-time risk model

Cites Work

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