Probability of ruin in discrete insurance risk model with dependent Pareto claims (Q2178940): Difference between revisions
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Revision as of 02:25, 20 March 2024
scientific article
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English | Probability of ruin in discrete insurance risk model with dependent Pareto claims |
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Probability of ruin in discrete insurance risk model with dependent Pareto claims (English)
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12 May 2020
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actuarial science
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compound binomial risk model
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dependence by mixture
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discrete Pareto distribution
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geometric distribution
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heavy tail
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mixture
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power law
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ruin probability
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zero-altered distribution
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zero-inflated distribution
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zero-modified distribution
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