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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks - MaRDI portal

The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (Q2514962)

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The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks
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    The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks (English)
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    11 February 2015
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    asymptotics
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    long-tailed and dominatedly-varying-tailed distribution
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    financial and insurance risks
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    finite-time ruin probability
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    bivariate Sarmanov distribution
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