On the ruin probability in a dependent discrete time risk model with insurance and financial risks
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference22 articles.
1. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks;Tang;Stochastic Processes and their Applications,2003
2. On the ruin probabilities in a general economic environment;Nyrhinen;Stochastic Processes and their Applications,1999
3. Finite and infinite time ruin probabilities in a stochastic economic environment;Nyrhinen;Stochastic Processes and their Applications,2001
4. Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments;Tang;Advances in Applied Probability,2004
5. Uniform estimate for maximum of randomly weighted sums with applications to insurance risk theory;Wang;Science in China: Series A,2005
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