Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940): Difference between revisions

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Latest revision as of 09:15, 17 December 2024

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Probability of ruin in discrete insurance risk model with dependent Pareto claims
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    Probability of ruin in discrete insurance risk model with dependent Pareto claims (English)
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    12 May 2020
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    actuarial science
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    compound binomial risk model
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    dependence by mixture
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    discrete Pareto distribution
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    geometric distribution
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    heavy tail
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    mixture
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    power law
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    ruin probability
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    zero-altered distribution
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    zero-inflated distribution
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    zero-modified distribution
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    Identifiers

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