On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the ruin probability in a dependent discrete time risk model with insurance and financial risks |
scientific article; zbMATH DE number 6035234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the ruin probability in a dependent discrete time risk model with insurance and financial risks |
scientific article; zbMATH DE number 6035234 |
Statements
On the ruin probability in a dependent discrete time risk model with insurance and financial risks (English)
0 references
14 May 2012
0 references
finite-time ruin probability
0 references
ultimate ruin probability
0 references
asymptotic independence
0 references
insurance risk
0 references
financial risk
0 references
heavy tailed distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
