| عنوان فارسی مقاله: |
احتمال نابودی زمان محدود با خطرات مالی و بیمه وابسته و دم سنگین |
| عنوان انگلیسی مقاله: |
The Finite-time Ruin Probability with Heavy-tailed and Dependent Insurance and Financial Risks |
4.2 اثبات قضیه 3-1
کلمات کلیدی :
PDF]The Finite-time Ruin Probability with Dependent Insurance and ...ychen.wordpress.drake.edu/wp-content/uploads/sites/46/2015/07/2011_Chen.pdfby Y Chen - 2011 - Cited by 34 - Related articlesof literature studying the asymptotic behavior of the ruin probability of this risk model in the presence of heavy-tailed insurance or/and financial risks. In the study ...The finite-time ruin probability with heavy-tailed and dependent ...opensample.info/the-finite-time-ruin-probability-with-heavy-tailed-and-dependent-ins...The finite-time ruin probability with heavy-tailed and dependent insurance and financial risksInsurance: Mathematics and Economics ...Chen : The finite-time ruin probability with dependent insurance and ...https://projecteuclid.org/euclid.jap/1324046017by Y Chen - 2011 - Cited by 33 - Related articlesThe finite-time ruin probability with dependent insurance and financial risks ... Within period i, the net insurance loss is denoted by a real-valued random variable .... with an exponential Lévy process investment return and heavy-tailed claims[PDF]the finite-time ruin probability with dependent insurance and financial ...https://www.cambridge.org/.../the-finite-time-ruin-probability-with-dependent-insuran...by Y Chen - 2011 - Cited by 33 - Related articlestoo, we derive a general asymptotic formula for the finite-time ruin probability. .... the rest of the paper, F is assumed to be heavy tailed and, to avoid triviality, G is ...