Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims

DOI10.1155/2011/852852zbMath1235.91111OpenAlexW1981679235WikidataQ58693593 ScholiaQ58693593MaRDI QIDQ410562

Jin-Guan Lin, Xin Ma, Yang Yang

Publication date: 3 April 2012

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/852852

Mathematics Subject Classification ID

Related Items (1)

Uniform asymptotics for finite-time ruin probability of a bidimensional risk model

Cites Work

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