MAP20130027104Qu, ZhihuiApproximations of the tail probability of the product of dependent extremal random variables and applications / Zhihui Qu, Yu ChenSumario: In this paper, we investigate the tail probability of the product, where (X,Y1,,Yn) follows a multivariate Sarmanov distribution. An explicit asymptotic formula is established for the tail probability of the product when X belongs to the Fréchet, Gumbel, or Weibull max-domain of attraction. As applications, we consider a discrete-time risk model with dependent insurance and financial risks, and obtain the asymptotic behavior for the (in)finite-time ruin probabilitiesEn: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/07/2013 Volumen 53 Número 1 - julio 2013 I. Título.
