Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
type: Item
instance of: scholarly article
title: Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
zbMATH Open document ID: 1458.62255
author: Miaomiao Gao
author: Yang Yang
author: Yang Chen
author: Kaiyong Wang
published in: Lithuanian Mathematical Journal
publication date: 2018-05-31T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 91G05
zbMATH DE Number: 6877092
zbMATH Keywords: asymptotics
zbMATH Keywords: Sarmanov distribution
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: light-tailed distribution class
MaRDI profile type: Publication
full work available at URL: s10986-017-9378-8
OpenAlex ID: W2779265154
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DOI: 10.1007/S10986-017-9378-8
description: scientific article; zbMATH DE number 6877092