Ruin under Light-Tailed or Moderately Heavy-Tailed Insurance Risks Interplayed with Financial Risks
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-023-10008-3.pdf
Reference49 articles.
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3. Chen Y (2011) The finite-time ruin probability with dependent insurance and financial risks. J Appl Probab 48(4):1035–1048
4. Chen Y (2017) Interplay of subexponential and dependent insurance and financial risks. Insurance Math Econom 77:78-83
5. Chen Y, Liu J, Liu F (2015) Ruin with insurance and financial risks following the least risky FGM dependence structure. Insurance Math Econom 62:98-106
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