scientific article; zbMATH DE number 7267384
From MaRDI portal
Publication:5128329
Recommendations
- Asymptotic estimates for ruin probabilities of a discrete-time risk model under double dependence structures and numerical simulations
- Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations
- Asymptotic behaviour of ruin probabilities in a general discrete risk model using moment indices
- Approximations of the ruin probability in a discrete time risk model
- Asymptotics of ruin probabilities for perturbed discrete time risk processes
- Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks
- Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
- Estimates and numerical simulations for the finite-time ruin probability in an extended negatively dependent general risk model
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model
- Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations
Cited in
(4)- Conjugate processes and the simulation of ruin problems
- The ruin probability of a discrete-time risk model with a one-sided linear claim process
- Asymptotic estimates for ruin probabilities of a discrete-time risk model under double dependence structures and numerical simulations
- Tail asymptotic of discrete-time risk model with compound dependence and numerical simulation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5128329)
