The ruin probabilities for the two-dimensional risk model based on copula dependence

DOI10.1360/012011-292MaRDI QIDQ5017757zbMATH OpenOpenAlexFDO

Authors Yi-Bin Yu

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/012011-292

zbMATH Keywords

compound binomial modelcompound Poisson modelcopula ruin probabilitiesruin probabilitytwo-dimensional risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cited in

(3)

• Using fuzzy logic to interpret dependent risks
• Ruin probabilities of a two-dimensional risk model with dependent risks of heavy tail
• scientific article; zbMATH DE number 6402114 (Why is no real title available?)

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