On the ruin probability in a dependent discrete time risk model with insurance and financial risks
type: Item
instance of: scholarly article
title: On the ruin probability in a dependent discrete time risk model with insurance and financial risks
zbMATH Open document ID: 1237.91142
author: Remigijus Leipus
author: Jonas Šiaulys
author: Yang Yang
published in: Journal of Computational and Applied Mathematics
publication date: 2012-05-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6035234
zbMATH Keywords: finite-time ruin probability
zbMATH Keywords: ultimate ruin probability
zbMATH Keywords: asymptotic independence
zbMATH Keywords: insurance risk
zbMATH Keywords: financial risk
zbMATH Keywords: heavy tailed distribution
MaRDI profile type: Publication
full work available at URL: j.cam.2012.02.030
OpenAlex ID: W2037069249
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DOI: 10.1016/J.CAM.2012.02.030
description: scientific article; zbMATH DE number 6035234