Ruin with insurance and financial risks following the least risky FGM dependence structure
Yiqing Chen; Jiajun Liu; Fei Liu
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Yiqing ; Liu, Jiajun ; Liu, Fei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 98-106
|
| Subject: | Asymptotics | Farlie-Gumbel-Morgenstern distribution | Finite-time ruin probability | Product of dependent random variables | Subexponential distribution | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution | Versicherungsmathematik | Actuarial mathematics |
| 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/10011312084