具有相依风险的有限时间破产概率的渐近估计和CMC模拟

白明艳; 彭江艳; 井浩杰

Asymptotic Estimates of Finite-Time Ruin Probabilities with Dependent Risks and CMC Simulations

BAI Mingyan; PENG Jiangyan; JING Haojie

应用概率统计 . 2020, (6): 569 -585 . DOI: 10.3969/j.issn.1001-4268.2020.06.002