A time-series risk model with constant interest for dependent classes of business (Q997080): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.08.006 / rank
 
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Latest revision as of 12:37, 26 June 2024

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A time-series risk model with constant interest for dependent classes of business
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    A time-series risk model with constant interest for dependent classes of business (English)
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    19 July 2007
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    ACBVE
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    adjustment coefficient
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    Lundberg-type inequality
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    multivariate autoregressive model
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    net-profit condition
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    ruin probability
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