The discrete-time risk model with correlated classes of business (Q1584511): Difference between revisions
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Property / author: Étienne Marceau / rank | |||
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Property / author: Étienne Marceau / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Latest revision as of 17:08, 30 May 2024
scientific article
Language | Label | Description | Also known as |
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English | The discrete-time risk model with correlated classes of business |
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The discrete-time risk model with correlated classes of business (English)
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2000
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Correlated aggregate claims
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Shock models
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Ruin probability
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Adjustment coefficient
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