Ruin probabilities with insurance and financial risks having an FGM dependence structure (Q476937)

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scientific article; zbMATH DE number 6376024
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Ruin probabilities with insurance and financial risks having an FGM dependence structure
scientific article; zbMATH DE number 6376024

    Statements

    Ruin probabilities with insurance and financial risks having an FGM dependence structure (English)
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    2 December 2014
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    asymptotics
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    Farlie-Gumbel-Morgenstern distribution
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    quasi-asymptotic independence
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    regular variation
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    ruin probabilities
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