Ruin with insurance and financial risks following the least risky FGM dependence structure
Year of publication: |
2015
|
---|---|
Authors: | Chen, Yiqing ; Liu, Jiajun ; Liu, Fei |
Published in: |
Insurance / Mathematics & economics. - 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 | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Statistische Verteilung | Statistical distribution |
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