Seção: ArtigosTítulo: Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims / Haizhong Yang, Jinzhu LiAutor: Yang, HaizhongNotas: Sumario: This paper considers a bidimensional renewal risk model with constant interest force and dependent subexponential claims. Under the assumption that the claim size vectors form a sequence of independent and identically distributed random vectors following a common bivariate FarlieGumbelMorgenstern distribution, we derive for the finite-time ruin probability an explicit asymptotic formula.Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/09/2014 Volumen 58 Número 1 - septiembre 2014 Outras classificações: 6Direitos: In Copyright (InC)Referencias externas:
