Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576)
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scientific article; zbMATH DE number 7642737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations |
scientific article; zbMATH DE number 7642737 |
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Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (English)
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17 January 2023
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general investment return
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Sarmanov dependence
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ruin probability
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one-sided linear process
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CMC simulations
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0.9480088
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0.9430777
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0.9337248
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0.9285091
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0.9261028
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0.9248024
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0.92413473
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