2016•arXiv (Cornell University)Open access

The product of dependent random variables and finite-time ruin probabilities for a discrete-time risk model

Jikun Chen, Hui Xu, Fengyang Cheng

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Key concepts: Discrete time and continuous time, Risk model, Random variable, Mathematics, Product (mathematics), First-hitting-time model, Econometrics, Applied mathematics

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The product of dependent random variables and finite-time ruin probabilities for a discrete-time risk model — Research Paper | ScholarLens