The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (Q5154066)
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: The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks |
scientific article; zbMATH DE number 7405685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks |
scientific article; zbMATH DE number 7405685 |
Statements
The finite-time ruin probability of a discrete-time risk model with GARCH discounted factors and dependent risks (English)
0 references
1 October 2021
0 references
bivariate Sarmanov distribution
0 references
dependent insurance and financial risks
0 references
finite-time ruin probability
0 references
GARCH discounted factors
0 references
heavy-tailed distribution
0 references
0 references
0 references
0 references
0 references
0 references
0.92191076
0 references
0.9163344
0 references
0.9126529
0 references
0.9121175
0 references
0.91067153
0 references
0.90932375
0 references
0.90864253
0 references
0.9072616
0 references
