On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
C. Dutang; C. Lefèvre; S. Loisel
| Year of publication: |
2013
|
|---|---|
| Authors: | Dutang, Christophe ; Lefevre, Claude ; Loisel, Stéphane |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 3, p. 774-785
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| Subject: | Ultimate ruin probability | Discrete and continuous time | Mixing model | Asymptotics | Tail distribution | Archimedean copulas | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Risiko | Risk | Risikomodell | Risk model | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10010227872