Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Year of publication: |
2014
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Authors: | Yang, Haizhong ; Li, Jinzhu |
Published in: |
Insurance / Mathematics & economics. - 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 | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Insolvenz | Insolvency | Finanzmathematik | Mathematical finance | Risikomodell | Risk model | Risikoaversion | Risk aversion |
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