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- W2037069249 abstract "This paper considers the discrete-time risk model with insurance risk and financial risk in some dependence structures. Under assumptions that the insurance risks are heavy tailed (belong to the intersection of the long-tailed class and the dominatedly varying-tailed class) and the financial risks satisfy some moment conditions, the asymptotic and uniformly asymptotic relations for the finite-time and ultimate ruin probabilities are derived." @default.
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- W2037069249 date "2012-07-01" @default.
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- W2037069249 title "On the ruin probability in a dependent discrete time risk model with insurance and financial risks" @default.
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- W2037069249 doi "https://doi.org/10.1016/j.cam.2012.02.030" @default.
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