Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks

Ruin Probabilities in a Dependent Discrete-Time Risk Model With Gamma-Like Tailed Insurance Risks

This paper considered a dependent discrete-time risk model, in which the insurance risks are represented by a sequence of independent and identically distributed real-valued random variables with a common Gamma-like tailed distribution; the financial risks are denoted by another sequence of independe...

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Bibliographic Details
Main Authors: Xing-Fang Huang, Ting Zhang, Yang Yang, Tao Jiang
Format: Article
Language:English
Published: MDPI AG 2017-03-01
Series:Risks
Subjects:
discrete-time risk model
finite-time and infinite-time ruin probabilities
insurance and financial risks
Gamma-like tail
asymptotics
Online Access:http://www.mdpi.com/2227-9091/5/1/14

Internet

http://www.mdpi.com/2227-9091/5/1/14

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