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

doi:10.3969/j.issn.1001-4268.2020.06.002

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2020, Vol. 36 ›› Issue (6) : 569-585. DOI: 10.3969/j.issn.1001-4268.2020.06.002

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2020, 36(6): 569-585 https://doi.org/10.3969/j.issn.1001-4268.2020.06.002

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Published
2020-12-26
Issue Date
2020-12-25