Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremes on the discounted aggregate claims in a time dependent risk model |
scientific article |
Statements
Extremes on the discounted aggregate claims in a time dependent risk model (English)
0 references
22 February 2011
0 references
compound Poisson risk model
0 references
dependence
0 references
discounted aggregate loss
0 references
subexponential distribution
0 references
value-at-risk
0 references
