Ruin probabilities with insurance and financial risks having an FGM dependence structure
type: Item
instance of: scholarly article
title: Ruin probabilities with insurance and financial risks having an FGM dependence structure
zbMATH Open document ID: 1388.62306
author: Yu Chen
author: Yingying Yang
published in: Science China. Mathematics
publication date: 2014-12-02T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6376024
zbMATH Keywords: asymptotics
zbMATH Keywords: Farlie-Gumbel-Morgenstern distribution
zbMATH Keywords: quasi-asymptotic independence
zbMATH Keywords: regular variation
zbMATH Keywords: ruin probabilities
MaRDI profile type: Publication
full work available at URL: s11425-014-4775-5
OpenAlex ID: W2044591561
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DOI: 10.1007/S11425-014-4775-5
description: scientific article; zbMATH DE number 6376024