The ruin probability of the renewal model with constant interest force and negatively dependent heavy-tailed claims
Year of publication: |
2007
|
---|---|
Authors: | Chen, Yiqing ; Ng, Kai-Wang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 415-423
|
Subject: | Finanzmathematik | Mathematical finance | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory |
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