Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (Q5079932)
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scientific article; zbMATH DE number 7533658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations |
scientific article; zbMATH DE number 7533658 |
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Asymptotic estimates for finite-time ruin probability in a discrete-time risk model with dependence structures and CMC simulations (English)
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30 May 2022
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bivariate sarmanov distribution
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dependent insurance and financial risks
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finite-time ruin probability
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stationary causal process
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heavy-tailed distribution
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one-sided linear process
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