Explicit ruin formulas for models with dependence among risks (Q2276228): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:09, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit ruin formulas for models with dependence among risks |
scientific article |
Statements
Explicit ruin formulas for models with dependence among risks (English)
0 references
1 August 2011
0 references
ruin probability
0 references
frailty models
0 references
mixing
0 references
Archimedean copulas
0 references
completely monotone distributions
0 references
