Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (Q1023110): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.insmatheco.2009.01.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2009.01.003 / rank | |||
Normal rank | |||
Latest revision as of 13:25, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times |
scientific article |
Statements
Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times (English)
0 references
10 June 2009
0 references
bivariate exponential
0 references
bivariate gamma
0 references
dependent claim sizes and claim counts
0 references
ultimate ruin probability
0 references
0 references
