Finite time ruin probability of the compound renewal model with constant interest rate and weakly negatively dependent claims with heavy tails
K. K. Thampi
| Year of publication: |
2015
|
|---|---|
| Authors: | Thampi, K. K. |
| Published in: |
International game theory review. - [River Edge], NJ [u.a.] : World Scientific, ISSN 0219-1989, ZDB-ID 1500913-0. - Vol. 17.2015, 1, p. 1-14
|
| Subject: | Finite time ruin probability | dependent compound renewal model | weakly negatively dependent | regular variation | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Finanzmathematik | Mathematical finance | Versicherungsmathematik | Actuarial mathematics | Statistische Verteilung | Statistical distribution | Risiko | Risk |
| 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://www.econbiz.de/10010526708