"Approximations for finite-time ruin probability in a dependent ..."

Yang Yang, Ting Zhang, Kam Chuen Yuen (2017)

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DOI: 10.1016/J.CAM.2017.02.004

access: closed

type: Journal Article

metadata version: 2020-02-20

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Yang Yang, Ting Zhang, Kam Chuen Yuen:
Approximations for finite-time ruin probability in a dependent discrete-time risk model with CMC simulations. J. Comput. Appl. Math. 321: 143-159 (2017)

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