%0 Journal Article %T Ruin Probabilities in Risk Based on a Generalized FGM Dependence Structure %A Liyi Wen %J Open Access Library Journal %V 3 %N 5 %P 1-8 %@ 2333-9721 %D 2016 %I Open Access Library %R 10.4236/oalib.1102680 %X
In this paper, we consider a discrete time insurance risk model, in which insurance and financial risks jointly follow a bivariate generalized FGM distribution. Assuming that every convex combination of the marginal distributions of insurance and financial risks belongs to strongly regular variation class, we derive some asymptotic equivalence formulas for these probabilities with both finite and infinite time horizons, all in the form of linear combinations of the tail probabilities of the insurance and financial risks.
%K Insurance and Financial Risks %K Ruin Probabilities %K Generalized FGM Distribution %K Strongly Regular Variation Class %U http://www.oalib.com/paper/5266918