Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (Q6570484)
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scientific article; zbMATH DE number 7879382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions |
scientific article; zbMATH DE number 7879382 |
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Inequalities for the probability of ruin in a reinsurance risk model with \(m\)-dependence assumptions (English)
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10 July 2024
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discrete time risk model
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reinsurance
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\(m\)-dependence random variables
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ultimate ruin probability
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martingale process
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recursive equation
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