Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Haizhong Yang; Jinzhu Li
| Year of publication: |
2014
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|---|---|
| Authors: | Yang, Haizhong ; Li, Jinzhu |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 185-192
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| Subject: | Asymptotics | Bidimensional renewal risk model | Farlie-Gumbel-Morgenstern distribution | Ruin probability | Subexponentiality | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Theorie | Theory | Risikomodell | Risk model | Finanzmathematik | Mathematical finance | Insolvenz | Insolvency | Versicherungsmathematik | Actuarial mathematics | Risikoaversion | Risk aversion | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010437565