Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268): Difference between revisions

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Property / DOI
 
Property / DOI: 10.1016/j.cam.2016.09.025 / rank
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Property / author
 
Property / author: Serkan N. Eryılmaz / rank
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Property / author
 
Property / author: Serkan N. Eryılmaz / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91B30 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J20 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6655202 / rank
 
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Property / zbMATH Keywords
 
compound binomial model
Property / zbMATH Keywords: compound binomial model / rank
 
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dependence
Property / zbMATH Keywords: dependence / rank
 
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Property / zbMATH Keywords
 
exchangeability
Property / zbMATH Keywords: exchangeability / rank
 
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Property / zbMATH Keywords
 
ruin theory
Property / zbMATH Keywords: ruin theory / rank
 
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Property / zbMATH Keywords
 
non-ruin probability
Property / zbMATH Keywords: non-ruin probability / rank
 
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Property / zbMATH Keywords
 
discrete time risk model
Property / zbMATH Keywords: discrete time risk model / rank
 
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Property / zbMATH Keywords
 
Markov binomial model
Property / zbMATH Keywords: Markov binomial model / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2016.09.025 / rank
 
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Property / OpenAlex ID: W2526278148 / rank
 
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Property / cites work
 
Property / cites work: Q4417321 / rank
 
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Latest revision as of 14:56, 9 December 2024

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Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
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    Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (English)
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    22 November 2016
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    compound binomial model
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    dependence
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    exchangeability
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    ruin theory
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    non-ruin probability
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    discrete time risk model
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    Markov binomial model
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