On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing
Work
Year: 2013
Type: article
Institutions Institut de Recherche Mathématique Avancée, Université de Strasbourg, Centre National de la Recherche Scientifique, Université Claude Bernard Lyon 1, Université Libre de Bruxelles
Cites: 48
Cited by: 7
Related to: 10
FWCI: 1.062
Citation percentile (by year/subfield): 76.52
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed