Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (Q2357425)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations |
scientific article |
Statements
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations (English)
0 references
13 June 2017
0 references
discrete-time risk model with insurance and financial risks
0 references
pairwise asymptotical independence
0 references
dominated variation
0 references
ruin probability
0 references
crude Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
