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The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473)

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The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
scientific article

    Statements

    title
    The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (English)
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    author
    Yiqing Chen
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    publication date
    4 January 2012
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    zbMATH Keywords
    asymptotics
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    Farlie-Gumbel-Morgenstern distribution
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    maximum domain of attraction
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    finite-time ruin probability
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    subexponential distribution
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    cites work
    Q5525727
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    Q3860550
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    Q4343010
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    Q4493303
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    62E10
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    zbMATH DE Number
    5994386
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    OpenAlex ID
    W2066505283
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