The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (Q530309)
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scientific article; zbMATH DE number 6607763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks |
scientific article; zbMATH DE number 6607763 |
Statements
The ruin probabilities of a discrete-time risk model with dependent insurance and financial risks (English)
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29 July 2016
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asymptotic estimate
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ruin probability
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dependent insurance and financial risk
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heavy tail
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0.99213266
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0.97402215
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0.9674798
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0.9655243
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0.9644896
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0.9602299
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