ISSN 0253-2778

CN 34-1054/N

open
Free to Publish. Free to Read.
Open AccessOpen Access JUSTC

Ruin probability of the Sarmanov structure among finance and insurance risks with regularly varying tails

  • Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026, China

Cite this:
https://doi.org/10.3969/j.issn.0253-2778.2015.08.002
More Information
  • Corresponding author: CHEN Yu (corresponding author), female, born in 1978, PhD/associate Prof. Research field: limit theory in risk theory.
  • Received Date: 06 February 2015
  • Rev Recd Date: 26 May 2015
  • Publish Date: 31 August 2015
    Abstract

  • 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.

    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.
    • FullText(HTML)
  • loading
    • References(0)
    • Supplements(0)
    • Related Articles
    • Track Citations
  • 加载中

Catalog

    |
    Get Citation
    PDF
    XML
    Recommended articles
    TrendMD
    Volume 45 Issue 8 page: 627-632
    Cover

    Article Metrics

    Article views (237) PDF downloads(162)
    Proportional views

    Copyright © Editorial Office of JUSTC, All Rights Reserved. 皖ICP备05002528号

    Supported by: Beijing Renhe Information Technology Co. Ltd    

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return