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Approximation for the ruin probabilities in a discrete time risk model with dependent risks - MaRDI portal

Approximation for the ruin probabilities in a discrete time risk model with dependent risks (Q988103)

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scientific article; zbMATH DE number 5774931
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English
Approximation for the ruin probabilities in a discrete time risk model with dependent risks
scientific article; zbMATH DE number 5774931

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    Approximation for the ruin probabilities in a discrete time risk model with dependent risks (English)
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    26 August 2010
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    asymptotics
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    nonconstant interest rates
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    ruin probability
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    dependent risks
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    discrete time risk model
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