The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks

DOI10.1007/s10255-018-0768-4zbMath1401.62217OpenAlexW2887886845MaRDI QIDQ1782035

Chuan-wei Zhang, Shi-jie Wang, Xue-jun Wang, Wen Sheng Wang

Publication date: 18 September 2018

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-018-0768-4

zbMATH Keywords

productdependence structurefinite-time ruin probabilitydiscrete-time risk modelsubexponentiality

Mathematics Subject Classification ID

Related Items (2)

Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation ⋮ Randomly weighted sums of conditionally dependent and dominated varying-tailed increments with application to ruin theory

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