Ruin probabilities under Sarmanov dependence structure (Q310666)
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scientific article; zbMATH DE number 6625431
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities under Sarmanov dependence structure |
scientific article; zbMATH DE number 6625431 |
Statements
Ruin probabilities under Sarmanov dependence structure (English)
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8 September 2016
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regular variation
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product of random variables
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ruin probabilities
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Sarmanov distribution
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