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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Latest revision as of 17:08, 30 May 2024

scientific article
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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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