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Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

机译：具有独立的重尾风险的离散时间风险模型中的破产概率

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Chengguo Weng; Yi Zhang; Ken Seng Tan;
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年度 2009
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1. Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks [J] . Xing-Fang Huang, Ting Zhang, Yang Yang, Risks . 2017,第1期

机译：带有类似伽玛尾部保险风险的相关离散时间风险模型的破产概率
2. Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks [J] . Tang QH., Tsitsiashvili G. Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2003,第2期

机译：在带有重尾保险和金融风险的离散时间模型中有限地平线上的破产概率的精确估计
3. Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims [J] . Yang Y., Wang K. Lithuanian mathematical journal . 2012,第1期

机译：具有恒定利率和重尾索赔的相依风险模型中有限时间和无限时间破产概率的一致渐近性
4. On the Ruin Probability for a Dependent Risk Model under the Heavy-Tailed [C] . Yongmao Wang, Hanwu Shi, Suhong Liu, 2010 First ACIS International Symposium on Cryptography and Network Security, Data Mining and Knowledge Discovery, E-Commerce Its Applications and Embedded Systems . 2010

机译：重尾下相依风险模型的破产概率
5. A class of bivariate Erlang distributions and ruin probabilities in multivariate risk models. [D] . Groparu-Cojocaru, Ionica. 2013

机译：多元风险模型中的一类二元Erlang分布和破产概率。
6. Parisian ruin for the dual risk process in discrete-time [O] . Zbigniew Palmowski, Lewis Ramsden, Apostolos D. Papaioannou -1

机译：离散时间双重风险过程的巴黎废墟
7. Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks [O] . Xing-Fang Huang, Ting Zhang, Yang Yang, 2017

机译：具有类似Gamma的保险风险的相依离散时间风险模型的破产概率

Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

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