Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks

DOI10.1080/03461238.2013.878853zbMath1401.91205OpenAlexW2131540496MaRDI QIDQ4576918

Yang Yang, Dimitrios G. Konstantinides

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2013.878853

zbMATH Keywords

asymptoticsdependenceconsistent variationfinancial and insurance risksfinite and infinite time ruin probabilities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Related Items (24)

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