On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (Q2518551): Difference between revisions

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Property / author: Hélène Cossette / rank
 
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Property / author: Étienne Marceau / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.08.009 / rank
 
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Latest revision as of 00:08, 29 June 2024

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On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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    On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula (English)
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    16 January 2009
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    compound Poisson risk model
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    copula
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    generalized Farlie-Gumbel-Morgenstern copulas
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    ruin theory
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    dependence models
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    Gerber-Shiu discounted penalty function
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