Journal of University of Science and Technology of China ›› 2015, Vol. 45 ›› Issue (8): 627-632.DOI: 10.3969/j.issn.0253-2778.2015.08.002
Previous Articles Next Articles
CHEN Yu
Received:
Revised:
Online:
Published:
Contact:
Abstract: A discrete-time insurance risk model was considered, in which the insurance risks and financial risks follow jointly multivariate Sarmanov distributions, and the asymptotic formula for ruin probability was obtained.
Key words: ruin probability, Sarmanov distribution, regular varying, quasi-asymptotically independent
CHEN Yu, GAO Wenxue. Ruin probability of the Sarmanov structure among finance and insurance risks with regularly varying tails[J]. Journal of University of Science and Technology of China, 2015, 45(8): 627-632.
0 / / Recommend
Add to citation manager EndNote|Ris|BibTeX
URL: http://just-cn.ustc.edu.cn/EN/10.3969/j.issn.0253-2778.2015.08.002
http://just-cn.ustc.edu.cn/EN/Y2015/V45/I8/627
