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  • Search: subject:"Product of dependent random variables"
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Subject
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Actuarial mathematics 1 Asymptotics 1 Farlie-Gumbel-Morgenstern distribution 1 Finite-time ruin probability 1 Probability theory 1 Product of dependent random variables 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Statistical distribution 1 Statistische Verteilung 1 Subexponential distribution 1 Theorie 1 Theory 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Chen, Yiqing 1 Liu, Fei 1 Liu, Jiajun 1
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Insurance / Mathematics & economics 1
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ECONIS (ZBW) 1
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Ruin with insurance and financial risks following the least risky FGM dependence structure
Chen, Yiqing; Liu, Jiajun; Liu, Fei - In: Insurance / Mathematics & economics 62 (2015), pp. 98-106
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