The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (Q4563467)
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scientific article; zbMATH DE number 6879779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks |
scientific article; zbMATH DE number 6879779 |
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The ruin probabilities of a discrete time risk model with one-sided linear claim sizes and dependent risks (English)
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1 June 2018
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asymptotic estimate
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bivariate Sarmanov distribution
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dependent insurance and financial risks
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heavy tail
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one-sided linear process
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ruin probability
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