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Bazyari, Abouzar

Analysis of a dependent perturbed renewal risk model with heavy-tailed distributions. (English) Zbl 1537.91237

Lobachevskii J. Math. 44, No. 11, 4610-4629 (2023).

MSC:

91G05 Actuarial mathematics
62P05 Applications of statistics to actuarial sciences and financial mathematics
62G32 Statistics of extreme values; tail inference
62H05 Characterization and structure theory for multivariate probability distributions; copulas

Keywords:

Boole’s inequality; Farlie-Gumbel-Morgenstern copula; heavy-tailed distribution; renewal risk model; ruin probability
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Full Text: DOI

References:

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